+10.2%
AWK vs CAI
-14.7%
+24.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +1.3% |
| 7D | +0.1% | -8.7% | +8.8% | -0.1% |
| 30D | +14.3% | -23.8% | +38.1% | +13.4% |
| 3M | +10.3% | +3.9% | +6.4% | +10.2% |
| 6M | +18.9% | +56.8% | -37.9% | +20.0% |
| YTD | +17.7% | -14.6% | +32.3% | +18.1% |
| 1Y | +16.9% | -5.2% | +22.0% | +17.2% |
| All | +10.2% | -14.7% | +24.9% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling