+2.1%
AWK vs CPB
-32.6%
+34.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.5% |
| 7D | +1.7% | -8.6% | +10.3% | +3.4% |
| 30D | +5.6% | -7.2% | +12.8% | +7.0% |
| 3M | +15.9% | +0.9% | +15.0% | +15.5% |
| 6M | +4.6% | -11.8% | +16.4% | +6.8% |
| YTD | +10.1% | -19.4% | +29.5% | +14.3% |
| 1Y | +2.1% | -30.4% | +32.5% | +9.3% |
| All | +2.1% | -32.6% | +34.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling