+158.6%
AWK vs CFG
+216.2%
-57.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +0.1% | +3.2% | -3.1% | -0.2% |
| 30D | +14.3% | +5.1% | +9.1% | +13.6% |
| 3M | +10.3% | -11.2% | +21.5% | +11.6% |
| 6M | +18.9% | +9.6% | +9.4% | +17.6% |
| YTD | +17.7% | +15.0% | +2.7% | +15.5% |
| 1Y | +16.9% | +29.9% | -13.0% | +13.0% |
| 3Y | +32.2% | +192.1% | -159.9% | +13.5% |
| 5Y | -2.2% | +62.3% | -64.5% | -11.1% |
| All | +158.6% | +216.2% | -57.6% | +124.0% |
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