+969.7%
AWK vs CPB
+12.4%
+957.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.0% |
| 7D | +1.7% | -8.6% | +10.3% | +4.7% |
| 30D | +5.6% | -7.2% | +12.8% | +8.1% |
| 3M | +15.9% | +0.9% | +15.0% | +14.9% |
| 6M | +4.6% | -11.8% | +16.4% | +8.2% |
| YTD | +10.1% | -19.4% | +29.5% | +17.1% |
| 1Y | +2.1% | -30.4% | +32.5% | +14.0% |
| 3Y | +9.8% | -40.2% | +50.0% | +28.0% |
| 5Y | -15.4% | -39.5% | +24.2% | -3.1% |
| 10Y | +129.4% | -47.4% | +176.8% | +167.8% |
| All | +969.7% | +12.4% | +957.3% | +814.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling