-16.3%
AWK vs CPAY
+55.3%
-71.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.1% | -2.0% | -0.2% | -1.9% |
| 30D | +2.1% | -0.4% | +2.4% | +2.1% |
| 3M | +11.4% | +16.4% | -5.0% | +9.3% |
| 6M | +3.9% | +23.5% | -19.6% | +1.0% |
| YTD | +7.7% | +35.7% | -28.0% | +2.7% |
| 1Y | +1.3% | +30.2% | -28.9% | -3.0% |
| 3Y | +7.2% | +49.7% | -42.6% | -4.0% |
| All | -16.3% | +55.3% | -71.5% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling