+969.7%
AWK vs CRS
+1,143.7%
-174.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +1.7% | -0.2% | +2.0% | +1.7% |
| 30D | +5.6% | -16.6% | +22.2% | +7.4% |
| 3M | +15.9% | -3.5% | +19.3% | +15.8% |
| 6M | +4.6% | +15.4% | -10.9% | +2.1% |
| YTD | +10.1% | +51.2% | -41.1% | +4.2% |
| 1Y | +2.1% | +98.3% | -96.2% | -6.7% |
| 3Y | +9.8% | +651.5% | -641.7% | -17.0% |
| 5Y | -15.4% | +1,411.1% | -1,426.5% | -42.8% |
| 10Y | +129.4% | +1,424.3% | -1,294.9% | +39.8% |
| All | +969.7% | +1,143.7% | -174.0% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling