-3.3%
AWK vs CPB
-33.2%
+30.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.6% |
| 30D | +14.3% | +19.2% | -4.9% | +8.2% |
| 3M | +10.3% | -0.9% | +11.2% | +10.1% |
| 6M | +18.9% | +15.2% | +3.7% | +13.0% |
| YTD | +17.7% | -13.1% | +30.8% | +21.6% |
| 1Y | +16.9% | -22.4% | +39.3% | +25.3% |
| 3Y | +32.2% | -35.3% | +67.5% | +50.1% |
| All | -3.3% | -33.2% | +30.0% | +6.4% |
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 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