-14.8%
AWK vs CNH
+11.5%
-26.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -0.5% |
| 7D | +1.7% | +23.3% | -21.6% | -0.2% |
| 30D | +5.6% | +33.5% | -27.9% | +2.7% |
| 3M | +15.9% | +32.7% | -16.9% | +12.6% |
| 6M | +4.6% | +22.2% | -17.6% | +2.3% |
| YTD | +10.1% | +57.7% | -47.6% | +4.6% |
| 1Y | +2.1% | +28.0% | -25.9% | -0.9% |
| 3Y | +9.8% | +11.5% | -1.7% | +6.6% |
| All | -14.8% | +11.5% | -26.3% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling