+128.5%
AWK vs CPAY
+155.2%
-26.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.1% | -2.0% | -0.2% | -1.8% |
| 30D | +2.1% | -0.4% | +2.4% | +2.1% |
| 3M | +11.4% | +16.4% | -5.0% | +8.2% |
| 6M | +3.9% | +23.5% | -19.6% | -0.6% |
| YTD | +7.7% | +35.7% | -28.0% | +0.4% |
| 1Y | +1.3% | +30.2% | -28.9% | -5.0% |
| 3Y | +7.2% | +49.7% | -42.6% | -5.6% |
| 5Y | -17.0% | +56.6% | -73.6% | -29.3% |
| All | +128.5% | +155.2% | -26.7% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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