+8.8%
AWK vs CNI
+18.7%
-9.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | +2.8% | -3.5% | +6.3% | +3.4% |
| 3M | +11.3% | +2.2% | +9.1% | +10.9% |
| 6M | +6.7% | +15.1% | -8.4% | +4.2% |
| YTD | +9.4% | +24.7% | -15.3% | +5.3% |
| 1Y | +3.7% | +33.4% | -29.7% | -1.2% |
| All | +8.8% | +18.7% | -9.8% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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