+493.2%
AWK vs CG
+306.4%
+186.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.6% | -7.3% | -1.4% |
| 7D | +1.2% | +3.0% | -1.8% | +0.8% |
| 30D | +15.8% | +10.1% | +5.7% | +14.5% |
| 3M | +11.0% | -10.8% | +21.8% | +12.2% |
| 6M | +21.0% | -15.2% | +36.2% | +22.7% |
| YTD | +16.7% | -26.9% | +43.6% | +19.9% |
| 1Y | +17.2% | -17.0% | +34.2% | +18.4% |
| 3Y | +29.2% | +54.6% | -25.5% | +15.6% |
| 5Y | -2.3% | -16.7% | +14.4% | -6.8% |
| 10Y | +150.5% | +320.1% | -169.6% | +97.1% |
| All | +493.2% | +306.4% | +186.8% | +363.5% |
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