+969.7%
AWK vs CAG
+65.6%
+904.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.7% | -3.8% | +5.5% | +2.9% |
| 30D | +5.6% | +3.1% | +2.4% | +4.5% |
| 3M | +15.9% | +23.5% | -7.6% | +8.3% |
| 6M | +4.6% | -14.8% | +19.4% | +9.0% |
| YTD | +10.1% | -5.4% | +15.5% | +10.7% |
| 1Y | +2.1% | -11.8% | +13.9% | +4.7% |
| 3Y | +9.8% | -36.7% | +46.5% | +23.9% |
| 5Y | -15.4% | -40.3% | +24.9% | -3.3% |
| 10Y | +129.4% | -37.0% | +166.4% | +147.3% |
| All | +969.7% | +65.6% | +904.0% | +658.4% |
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 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