+126.1%
AWK vs CP
+219.6%
-93.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.2% | +2.4% | -0.3% | +1.5% |
| 30D | +4.4% | -0.5% | +5.0% | +4.5% |
| 3M | +15.4% | +1.4% | +13.9% | +14.7% |
| 6M | +3.5% | +10.3% | -6.8% | +0.2% |
| YTD | +9.8% | +24.3% | -14.5% | +2.3% |
| 1Y | +3.0% | +20.4% | -17.5% | -3.3% |
| 3Y | +9.7% | +21.8% | -12.1% | +0.6% |
| 5Y | -17.2% | +31.5% | -48.7% | -26.9% |
| 10Y | +126.1% | +223.2% | -97.1% | +54.4% |
| All | +126.1% | +219.6% | -93.6% | +54.4% |
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