+156.8%
AWK vs CP
+255.2%
-98.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +2.7% | +2.8% | -0.1% | +1.8% |
| 30D | +16.7% | +11.0% | +5.6% | +13.2% |
| 3M | +11.7% | +3.8% | +7.9% | +10.4% |
| 6M | +21.9% | +9.5% | +12.4% | +18.5% |
| YTD | +17.6% | +28.2% | -10.6% | +8.6% |
| 1Y | +19.8% | +33.0% | -13.2% | +9.3% |
| 3Y | +31.0% | +35.5% | -4.6% | +16.0% |
| 5Y | -3.0% | +25.8% | -28.8% | -13.0% |
| 10Y | +156.8% | +250.7% | -93.9% | +78.5% |
| All | +156.8% | +255.2% | -98.4% | +78.5% |
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