-16.7%
AWK vs CAG
-41.8%
+25.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.3% |
| 7D | +0.6% | -6.6% | +7.2% | +2.9% |
| 30D | +4.3% | +2.3% | +2.0% | +3.4% |
| 3M | +12.5% | +16.3% | -3.8% | +6.5% |
| 6M | +3.3% | -16.0% | +19.3% | +9.3% |
| YTD | +9.8% | -7.7% | +17.5% | +11.4% |
| 1Y | +2.9% | -16.0% | +18.9% | +8.2% |
| 3Y | +9.6% | -37.7% | +47.3% | +28.3% |
| 5Y | -16.7% | -41.2% | +24.6% | -1.3% |
| All | -16.7% | -41.8% | +25.1% | -1.3% |
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