+1,042.6%
AWK vs CF
+465.9%
+576.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +4.1% | -3.2% | +7.3% | +4.4% |
| 30D | +18.0% | +4.3% | +13.7% | +17.4% |
| 3M | +12.2% | +2.8% | +9.4% | +11.7% |
| 6M | +21.2% | +0.6% | +20.6% | +20.8% |
| YTD | +17.6% | +56.6% | -39.1% | +11.5% |
| 1Y | +19.2% | +49.6% | -30.4% | +13.6% |
| 3Y | +26.7% | +61.5% | -34.8% | +18.7% |
| 5Y | -1.3% | +124.0% | -125.3% | -12.5% |
| 10Y | +159.7% | +573.2% | -413.5% | +93.2% |
| All | +1,042.6% | +465.9% | +576.7% | +592.2% |
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 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