-16.3%
AWK vs CNI
+12.6%
-28.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -2.1% | -0.4% | -1.8% | -2.0% |
| 30D | +2.1% | -2.7% | +4.8% | +2.8% |
| 3M | +11.4% | +3.9% | +7.5% | +10.2% |
| 6M | +3.9% | +16.4% | -12.4% | -0.5% |
| YTD | +7.7% | +25.8% | -18.1% | +0.7% |
| 1Y | +1.3% | +32.4% | -31.1% | -6.8% |
| 3Y | +7.2% | +19.1% | -11.9% | +0.2% |
| All | -16.3% | +12.6% | -28.9% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling