+156.8%
AWK vs CF
+494.2%
-337.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.6% |
| 7D | +2.7% | +4.8% | -2.1% | +2.3% |
| 30D | +16.7% | +9.7% | +7.0% | +15.8% |
| 3M | +11.7% | +1.2% | +10.5% | +11.5% |
| 6M | +21.9% | +7.4% | +14.5% | +21.0% |
| YTD | +17.6% | +60.5% | -42.9% | +12.9% |
| 1Y | +19.8% | +50.7% | -31.0% | +15.5% |
| 3Y | +31.0% | +64.8% | -33.8% | +24.4% |
| 5Y | -3.0% | +115.8% | -118.8% | -11.2% |
| 10Y | +156.8% | +481.0% | -324.2% | +119.4% |
| All | +156.8% | +494.2% | -337.4% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling