+18.3%
AWK vs CF
+51.3%
-33.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | 0.0% | +10.4% | -10.3% | -0.6% |
| 30D | +15.5% | +7.6% | +8.0% | +15.0% |
| 3M | +10.0% | +5.2% | +4.8% | +9.6% |
| 6M | +20.4% | -0.1% | +20.5% | +20.3% |
| YTD | +17.1% | +61.7% | -44.6% | +15.9% |
| 1Y | +18.3% | +50.3% | -32.1% | +17.2% |
| All | +18.3% | +51.3% | -33.0% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling