+93.2%
AWK vs CLBK
+65.5%
+27.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.1% | -1.5% | -0.7% | -1.9% |
| 30D | +2.1% | -1.0% | +3.1% | +2.2% |
| 3M | +11.4% | +22.9% | -11.5% | +7.3% |
| 6M | +3.9% | +44.2% | -40.3% | -2.7% |
| YTD | +7.7% | +64.0% | -56.3% | -1.7% |
| 1Y | +1.3% | +65.7% | -64.4% | -8.0% |
| 3Y | +7.2% | +54.1% | -46.9% | -3.0% |
| 5Y | -17.0% | +44.7% | -61.7% | -26.9% |
| All | +93.2% | +65.5% | +27.7% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling