+444.5%
CORZ vs AWK
+18.1%
+426.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.5% |
| 7D | +16.6% | +2.2% | +14.4% | +18.5% |
| 30D | -10.9% | +4.4% | -15.3% | -7.4% |
| 3M | -31.0% | +15.4% | -46.4% | -21.6% |
| 6M | +26.0% | +3.5% | +22.5% | +33.8% |
| YTD | +28.6% | +9.8% | +18.8% | +43.1% |
| 1Y | +34.5% | +3.0% | +31.5% | +45.1% |
| All | +444.5% | +18.1% | +426.4% | +535.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling