+19.8%
AWK vs CNH
+27.3%
-7.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.1% | +0.9% |
| 7D | +2.7% | +4.5% | -1.8% | +2.6% |
| 30D | +16.7% | +7.6% | +9.0% | +16.4% |
| 3M | +11.7% | +17.0% | -5.2% | +11.5% |
| 6M | +21.9% | +12.9% | +9.0% | +21.3% |
| YTD | +17.6% | +34.3% | -16.6% | +16.0% |
| 1Y | +19.8% | +28.5% | -8.7% | +18.1% |
| All | +19.8% | +27.3% | -7.6% | +18.1% |
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