+3.7%
AWK vs CAG
-17.7%
+21.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.1% |
| 7D | -0.7% | -5.9% | +5.1% | +0.3% |
| 30D | +2.8% | -1.5% | +4.3% | +3.1% |
| 3M | +11.3% | +11.5% | -0.1% | +9.4% |
| 6M | +6.7% | -15.7% | +22.4% | +8.8% |
| YTD | +9.4% | -10.2% | +19.6% | +9.6% |
| 1Y | +3.7% | -18.1% | +21.8% | +4.4% |
| All | +3.7% | -17.7% | +21.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling