+26.7%
AWK vs CNH
+7.0%
+19.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.5% |
| 7D | +4.1% | -1.7% | +5.8% | +4.2% |
| 30D | +18.0% | -7.2% | +25.2% | +18.3% |
| 3M | +12.2% | +6.5% | +5.7% | +11.8% |
| 6M | +21.2% | +7.9% | +13.4% | +20.6% |
| YTD | +17.6% | +26.6% | -9.0% | +15.7% |
| 1Y | +19.2% | +13.8% | +5.5% | +17.9% |
| 3Y | +26.7% | +9.2% | +17.5% | +22.9% |
| All | +26.7% | +7.0% | +19.7% | +22.9% |
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