+150.5%
AWK vs CFG
+248.3%
-97.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.0% |
| 7D | +1.2% | +0.3% | +1.0% | +1.2% |
| 30D | +15.8% | +3.2% | +12.6% | +15.4% |
| 3M | +11.0% | -9.7% | +20.7% | +12.1% |
| 6M | +21.0% | +3.6% | +17.3% | +20.4% |
| YTD | +16.7% | +14.7% | +2.0% | +14.6% |
| 1Y | +17.2% | +29.6% | -12.4% | +13.4% |
| 3Y | +29.2% | +190.6% | -161.4% | +11.2% |
| 5Y | -2.3% | +67.1% | -69.4% | -11.4% |
| 10Y | +150.5% | +237.0% | -86.5% | +129.9% |
| All | +150.5% | +248.3% | -97.7% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling