-2.7%
AWK vs CLX
-22.3%
+19.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | 0.0% | +7.8% | -7.7% | -2.0% |
| 30D | +15.5% | +28.5% | -13.0% | +7.9% |
| 3M | +10.0% | +1.3% | +8.7% | +9.2% |
| 6M | +20.4% | +23.4% | -3.0% | +13.1% |
| YTD | +17.1% | +11.4% | +5.7% | +12.0% |
| 1Y | +18.3% | +6.9% | +11.3% | +14.4% |
| 3Y | +30.4% | -9.8% | +40.1% | +32.0% |
| 5Y | -2.7% | -22.7% | +20.0% | -2.9% |
| All | -2.7% | -22.3% | +19.6% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling