-0.9%
AWK vs CP
+24.4%
-25.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +4.1% | +2.8% | +1.3% | +3.4% |
| 30D | +18.0% | +10.2% | +7.8% | +15.2% |
| 3M | +12.2% | +2.4% | +9.9% | +11.4% |
| 6M | +21.2% | +7.7% | +13.6% | +18.8% |
| YTD | +17.6% | +26.0% | -8.4% | +10.2% |
| 1Y | +19.2% | +34.6% | -15.4% | +9.7% |
| 3Y | +26.7% | +26.7% | 0.0% | +15.2% |
| All | -0.9% | +24.4% | -25.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling