+150.5%
AWK vs CP
+261.0%
-110.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.3% |
| 7D | +1.2% | +2.8% | -1.6% | +0.4% |
| 30D | +15.8% | +11.3% | +4.5% | +12.2% |
| 3M | +11.0% | +2.9% | +8.2% | +10.0% |
| 6M | +21.0% | +9.8% | +11.2% | +17.5% |
| YTD | +16.7% | +28.5% | -11.8% | +7.7% |
| 1Y | +17.2% | +33.5% | -16.3% | +6.8% |
| 3Y | +29.2% | +31.9% | -2.8% | +15.5% |
| 5Y | -2.3% | +25.5% | -27.8% | -12.3% |
| 10Y | +150.5% | +257.6% | -107.0% | +76.1% |
| All | +150.5% | +261.0% | -110.4% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling