+2.9%
AWK vs CPB
-30.8%
+33.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.6% | -8.0% | +8.6% | +2.2% |
| 30D | +4.3% | -2.4% | +6.7% | +4.6% |
| 3M | +12.5% | +0.5% | +12.0% | +12.1% |
| 6M | +3.3% | -10.5% | +13.8% | +5.1% |
| YTD | +9.8% | -17.5% | +27.3% | +13.3% |
| 1Y | +2.9% | -31.0% | +33.9% | +9.4% |
| All | +2.9% | -30.8% | +33.7% | +9.4% |
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