+1.3%
AWK vs CAI
-26.7%
+28.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.5% |
| 7D | -2.1% | -2.9% | +0.8% | -2.2% |
| 30D | +2.1% | +9.3% | -7.3% | +2.2% |
| 3M | +11.4% | +35.2% | -23.8% | +12.3% |
| 6M | +3.9% | +30.7% | -26.8% | +5.1% |
| YTD | +7.7% | -9.8% | +17.5% | +8.3% |
| 1Y | +1.3% | -28.9% | +30.2% | +2.2% |
| All | +1.3% | -26.7% | +28.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling