+1,037.8%
AWK vs CP
+764.9%
+272.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +15.5% | +9.6% | +5.9% | +13.0% |
| 3M | +10.0% | +2.2% | +7.8% | +9.3% |
| 6M | +20.4% | +11.1% | +9.3% | +17.2% |
| YTD | +17.1% | +28.2% | -11.1% | +9.6% |
| 1Y | +18.3% | +32.2% | -13.9% | +9.9% |
| 3Y | +30.4% | +35.5% | -5.1% | +18.5% |
| 5Y | -2.7% | +26.8% | -29.4% | -10.7% |
| 10Y | +154.7% | +256.9% | -102.2% | +80.3% |
| All | +1,037.8% | +764.9% | +272.8% | +463.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling