-16.7%
AWK vs CLBK
+41.8%
-58.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +0.6% | -1.5% | +2.1% | +0.7% |
| 30D | +4.3% | +6.7% | -2.4% | +3.6% |
| 3M | +12.5% | +21.2% | -8.6% | +10.3% |
| 6M | +3.3% | +42.0% | -38.7% | -0.3% |
| YTD | +9.8% | +63.3% | -53.5% | +4.2% |
| 1Y | +2.9% | +65.4% | -62.5% | -2.5% |
| 3Y | +9.6% | +52.5% | -42.9% | +3.8% |
| 5Y | -16.7% | +42.0% | -58.6% | -18.8% |
| All | -16.7% | +41.8% | -58.5% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling