-2.2%
AWK vs CAG
-39.2%
+37.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | +2.7% | +6.6% | -3.9% | +0.4% |
| 30D | +16.7% | +13.9% | +2.8% | +11.5% |
| 3M | +11.7% | +4.0% | +7.7% | +9.9% |
| 6M | +21.9% | +10.0% | +11.9% | +17.1% |
| YTD | +17.6% | -6.1% | +23.7% | +18.4% |
| 1Y | +19.8% | -4.3% | +24.1% | +19.6% |
| 3Y | +31.0% | -34.6% | +65.5% | +50.2% |
| All | -2.2% | -39.2% | +37.0% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling