+20.0%
AWK vs CP
+35.2%
-15.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.5% |
| 7D | +7.0% | +5.6% | +1.5% | +5.9% |
| 30D | +17.0% | +10.0% | +7.0% | +15.0% |
| 3M | +12.4% | +4.4% | +8.0% | +11.0% |
| 6M | +19.6% | +14.1% | +5.5% | +17.1% |
| YTD | +17.0% | +29.1% | -12.0% | +11.2% |
| 1Y | +20.0% | +34.6% | -14.5% | +13.1% |
| All | +20.0% | +35.2% | -15.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling