+9.9%
AWK vs CPB
-40.7%
+50.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.9% |
| 7D | +1.7% | -8.6% | +10.3% | +4.3% |
| 30D | +5.6% | -7.2% | +12.8% | +7.7% |
| 3M | +15.9% | +0.9% | +15.0% | +15.0% |
| 6M | +4.6% | -11.8% | +16.4% | +8.0% |
| YTD | +10.1% | -19.4% | +29.5% | +16.7% |
| 1Y | +2.1% | -30.4% | +32.5% | +13.8% |
| All | +9.9% | -40.7% | +50.7% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling