-52.3%
CORZ vs AWK
+21.9%
-74.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +1.1% |
| 7D | -11.2% | +4.1% | -15.3% | -4.6% |
| 30D | -26.2% | +18.0% | -44.2% | -4.4% |
| 3M | -44.1% | +12.2% | -56.3% | -32.2% |
| 6M | -52.3% | +21.2% | -73.5% | -34.6% |
| All | -52.3% | +21.9% | -74.2% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling