+126.1%
AWK vs CFG
+313.6%
-187.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +2.2% | +2.7% | -0.5% | +1.9% |
| 30D | +4.4% | -3.7% | +8.1% | +4.8% |
| 3M | +15.4% | +9.5% | +5.9% | +14.2% |
| 6M | +3.5% | +22.2% | -18.7% | +1.2% |
| YTD | +9.8% | +22.3% | -12.5% | +7.1% |
| 1Y | +3.0% | +39.4% | -36.5% | -1.1% |
| 3Y | +9.7% | +188.5% | -178.8% | -5.3% |
| 5Y | -17.2% | +101.5% | -118.7% | -26.4% |
| 10Y | +126.1% | +308.6% | -182.6% | +80.9% |
| All | +126.1% | +313.6% | -187.5% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling