+1,037.8%
AWK vs CAG
+60.5%
+977.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.6% |
| 30D | +15.5% | +9.7% | +5.9% | +12.3% |
| 3M | +10.0% | +0.5% | +9.5% | +9.6% |
| 6M | +20.4% | +8.9% | +11.5% | +16.6% |
| YTD | +17.1% | -8.4% | +25.4% | +18.7% |
| 1Y | +18.3% | -8.3% | +26.6% | +19.8% |
| 3Y | +30.4% | -36.1% | +66.5% | +46.4% |
| 5Y | -2.7% | -40.1% | +37.5% | +11.0% |
| 10Y | +154.7% | -36.9% | +191.6% | +174.5% |
| All | +1,037.8% | +60.5% | +977.3% | +713.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling