+32.2%
AWK vs CNH
+29.5%
+2.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | +14.3% | -0.6% | +14.9% | +14.2% |
| 3M | +10.3% | +14.6% | -4.3% | +9.5% |
| 6M | +18.9% | +11.8% | +7.2% | +18.1% |
| YTD | +17.7% | +30.4% | -12.7% | +15.7% |
| 1Y | +16.9% | +19.1% | -2.2% | +15.4% |
| 3Y | +32.2% | +30.2% | +2.0% | +19.7% |
| All | +32.2% | +29.5% | +2.7% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling