+16.9%
AWK vs CP
+31.6%
-14.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | +0.1% | +2.1% | -2.0% | -0.3% |
| 30D | +14.3% | +9.3% | +4.9% | +12.3% |
| 3M | +10.3% | +0.5% | +9.8% | +9.5% |
| 6M | +18.9% | +10.4% | +8.5% | +16.8% |
| YTD | +17.7% | +28.7% | -11.0% | +11.4% |
| 1Y | +16.9% | +33.2% | -16.3% | +9.4% |
| All | +16.9% | +31.6% | -14.7% | +9.4% |
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 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