+1,044.2%
AWK vs CAG
+59.4%
+984.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.0% |
| 7D | +0.1% | -3.3% | +3.5% | +1.2% |
| 30D | +14.3% | +7.7% | +6.6% | +11.7% |
| 3M | +10.3% | -3.2% | +13.5% | +11.1% |
| 6M | +18.9% | +7.0% | +12.0% | +15.9% |
| YTD | +17.7% | -9.0% | +26.7% | +19.6% |
| 1Y | +16.9% | -9.6% | +26.5% | +18.9% |
| 3Y | +32.2% | -36.0% | +68.2% | +48.4% |
| 5Y | -2.2% | -40.9% | +38.7% | +12.0% |
| 10Y | +156.1% | -37.3% | +193.4% | +176.6% |
| All | +1,044.2% | +59.4% | +984.7% | +719.3% |
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 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