+128.5%
AWK vs CRS
+1,392.1%
-1,263.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -2.1% | -6.8% | +4.6% | -1.7% |
| 30D | +2.1% | -16.1% | +18.2% | +3.2% |
| 3M | +11.4% | -21.2% | +32.5% | +12.9% |
| 6M | +3.9% | +8.7% | -4.8% | +2.6% |
| YTD | +7.7% | +41.0% | -33.3% | +4.1% |
| 1Y | +1.3% | +82.7% | -81.4% | -4.3% |
| 3Y | +7.2% | +604.8% | -597.6% | -13.4% |
| 5Y | -17.0% | +1,384.7% | -1,401.7% | -38.7% |
| All | +128.5% | +1,392.1% | -1,263.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling