+2.9%
AWK vs CNH
+22.6%
-19.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +0.6% | +1.8% | -1.2% | +0.5% |
| 30D | +4.3% | +32.6% | -28.3% | +3.4% |
| 3M | +12.5% | +29.4% | -16.9% | +11.6% |
| 6M | +3.3% | +26.0% | -22.7% | +2.7% |
| YTD | +9.8% | +52.2% | -42.5% | +6.8% |
| 1Y | +2.9% | +23.9% | -21.0% | +3.5% |
| All | +2.9% | +22.6% | -19.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling