+495.0%
AWK vs CG
+295.0%
+200.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | 0.0% | -3.8% | +3.8% | +0.4% |
| 30D | +15.5% | +7.5% | +8.0% | +14.5% |
| 3M | +10.0% | -14.4% | +24.4% | +11.7% |
| 6M | +20.4% | -15.7% | +36.1% | +22.2% |
| YTD | +17.1% | -29.0% | +46.0% | +20.7% |
| 1Y | +18.3% | -22.1% | +40.4% | +20.4% |
| 3Y | +30.4% | +49.1% | -18.8% | +17.2% |
| 5Y | -2.7% | -18.4% | +15.7% | -6.9% |
| 10Y | +154.7% | +295.1% | -140.4% | +101.5% |
| All | +495.0% | +295.0% | +200.0% | +366.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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