+158.6%
AWK vs CLX
+32.0%
+126.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +0.1% | +9.5% | -9.4% | -2.9% |
| 30D | +14.3% | +30.7% | -16.4% | +4.4% |
| 3M | +10.3% | +4.2% | +6.1% | +8.4% |
| 6M | +18.9% | +22.1% | -3.2% | +10.4% |
| YTD | +17.7% | +14.1% | +3.6% | +10.6% |
| 1Y | +16.9% | +10.3% | +6.5% | +11.0% |
| 3Y | +32.2% | -7.8% | +40.0% | +32.5% |
| 5Y | -2.2% | -20.8% | +18.7% | +0.5% |
| All | +158.6% | +32.0% | +126.5% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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