+1,058.8%
AWK vs CF
+462.0%
+596.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | +1.3% |
| 7D | +7.2% | +0.4% | +6.8% | +7.1% |
| 30D | +19.0% | +2.2% | +16.8% | +18.7% |
| 3M | +14.4% | +2.1% | +12.2% | +13.9% |
| 6M | +22.6% | -6.5% | +29.1% | +23.0% |
| YTD | +19.2% | +55.6% | -36.3% | +13.2% |
| 1Y | +19.6% | +42.3% | -22.7% | +14.4% |
| 3Y | +26.1% | +55.7% | -29.6% | +18.5% |
| 5Y | +0.1% | +122.4% | -122.4% | -11.2% |
| 10Y | +163.3% | +568.5% | -405.2% | +96.1% |
| All | +1,058.8% | +462.0% | +596.7% | +602.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling