+18.5%
AWK vs CFG
+28.5%
-10.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.4% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | +15.5% | +3.1% | +12.4% | +15.6% |
| 3M | +10.0% | -9.7% | +19.7% | +9.1% |
| 6M | +20.4% | +6.7% | +13.7% | +22.2% |
| YTD | +17.1% | +15.2% | +1.9% | +19.7% |
| All | +18.5% | +28.5% | -10.0% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling