-16.7%
AWK vs CLX
-37.0%
+20.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.5% |
| 7D | +0.6% | -4.9% | +5.5% | +1.9% |
| 30D | +4.3% | -15.8% | +20.1% | +9.1% |
| 3M | +12.5% | -7.9% | +20.5% | +14.7% |
| 6M | +3.3% | -19.0% | +22.3% | +8.6% |
| YTD | +9.8% | -7.9% | +17.7% | +10.8% |
| 1Y | +2.9% | -25.4% | +28.3% | +10.4% |
| 3Y | +9.6% | -35.0% | +44.6% | +21.0% |
| 5Y | -16.7% | -36.8% | +20.1% | -13.6% |
| All | -16.7% | -37.0% | +20.3% | -13.6% |
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