-17.2%
AWK vs CPB
-38.5%
+21.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | +2.2% | -8.2% | +10.4% | +4.7% |
| 30D | +4.4% | -5.6% | +10.0% | +6.0% |
| 3M | +15.4% | +3.0% | +12.4% | +13.8% |
| 6M | +3.5% | -12.7% | +16.2% | +7.2% |
| YTD | +9.8% | -18.0% | +27.8% | +15.6% |
| 1Y | +3.0% | -31.7% | +34.7% | +15.0% |
| 3Y | +9.7% | -41.0% | +50.6% | +28.0% |
| 5Y | -17.2% | -38.4% | +21.2% | -3.9% |
| All | -17.2% | -38.5% | +21.4% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling