+271.8%
AWK vs CFG
+396.4%
-124.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.7% | +1.5% | +0.2% | +1.6% |
| 30D | +5.6% | -3.8% | +9.4% | +6.0% |
| 3M | +15.9% | +11.5% | +4.4% | +14.6% |
| 6M | +4.6% | +19.2% | -14.6% | +2.7% |
| YTD | +10.1% | +23.7% | -13.7% | +7.5% |
| 1Y | +2.1% | +38.8% | -36.8% | -1.6% |
| 3Y | +9.8% | +178.9% | -169.1% | -3.5% |
| 5Y | -15.4% | +101.8% | -117.1% | -24.0% |
| 10Y | +129.4% | +317.3% | -187.9% | +83.1% |
| All | +271.8% | +396.4% | -124.6% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling