+26.7%
AWK vs CFG
+168.6%
-141.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | +4.1% | -0.9% | +5.0% | +4.1% |
| 30D | +18.0% | +1.1% | +16.9% | +18.0% |
| 3M | +12.2% | -12.0% | +24.2% | +12.3% |
| 6M | +21.2% | -2.2% | +23.5% | +21.3% |
| YTD | +17.6% | +11.4% | +6.1% | +17.4% |
| 1Y | +19.2% | +27.8% | -8.6% | +18.5% |
| 3Y | +26.7% | +173.3% | -146.6% | +0.5% |
| All | +26.7% | +168.6% | -141.9% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling