+194.7%
COR vs AWK
-2.3%
+197.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | +6.8% | +15.8% | -9.0% | +2.9% |
| 3M | +8.1% | +11.0% | -2.9% | +5.2% |
| 6M | +33.0% | +21.0% | +12.0% | +26.7% |
| YTD | +3.0% | +16.7% | -13.7% | -1.2% |
| 1Y | -3.4% | +17.2% | -20.6% | -7.4% |
| 3Y | +80.1% | +29.2% | +51.0% | +67.7% |
| 5Y | +194.7% | -2.3% | +197.0% | +187.2% |
| All | +194.7% | -2.3% | +197.0% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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