+9.2%
AWK vs CRS
+636.8%
-627.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +4.3% | -18.1% | +22.4% | +3.6% |
| 3M | +12.5% | -12.4% | +25.0% | +12.0% |
| 6M | +3.3% | +15.9% | -12.6% | +3.5% |
| YTD | +9.8% | +45.8% | -36.1% | +10.2% |
| 1Y | +2.9% | +87.8% | -84.8% | +3.6% |
| All | +9.2% | +636.8% | -627.5% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling