+97.4%
AWK vs CLBK
+67.9%
+29.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.5% |
| 30D | +5.6% | +9.1% | -3.6% | +3.9% |
| 3M | +15.9% | +27.7% | -11.8% | +10.9% |
| 6M | +4.6% | +40.8% | -36.3% | -1.7% |
| YTD | +10.1% | +66.4% | -56.3% | +0.2% |
| 1Y | +2.1% | +72.4% | -70.3% | -7.9% |
| 3Y | +9.8% | +50.7% | -40.8% | 0.0% |
| 5Y | -15.4% | +42.9% | -58.3% | -25.0% |
| All | +97.4% | +67.9% | +29.5% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling