-15.7%
AWK vs CRS
+1,358.7%
-1,374.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | -0.7% | -4.1% | +3.4% | -0.6% |
| 30D | +2.8% | -16.6% | +19.4% | +3.3% |
| 3M | +11.3% | -14.3% | +25.6% | +11.6% |
| 6M | +6.7% | +11.6% | -4.9% | +5.7% |
| YTD | +9.4% | +42.6% | -33.2% | +6.9% |
| 1Y | +3.7% | +81.8% | -78.1% | -0.3% |
| 3Y | +9.2% | +632.1% | -622.8% | -12.7% |
| 5Y | -15.7% | +1,401.6% | -1,417.3% | -37.7% |
| All | -15.7% | +1,358.7% | -1,374.4% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling