+698.9%
AWK vs CPAY
+1,524.4%
-825.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.6% | -2.5% | +3.1% | +1.0% |
| 30D | +4.3% | +1.3% | +3.0% | +4.0% |
| 3M | +12.5% | +13.5% | -1.0% | +10.0% |
| 6M | +3.3% | +24.7% | -21.4% | -1.0% |
| YTD | +9.8% | +34.9% | -25.2% | +3.1% |
| 1Y | +2.9% | +29.7% | -26.8% | -2.8% |
| 3Y | +9.6% | +49.4% | -39.8% | -1.7% |
| 5Y | -16.7% | +53.5% | -70.1% | -27.0% |
| 10Y | +136.1% | +152.5% | -16.4% | +85.6% |
| All | +698.9% | +1,524.4% | -825.4% | +343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling