+155.5%
AWK vs CVE
+136.1%
+19.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +4.1% | -16.1% | +20.2% | +4.4% |
| 30D | +18.0% | -10.4% | +28.4% | +18.2% |
| 3M | +12.2% | -2.4% | +14.6% | +12.2% |
| 6M | +21.2% | -4.4% | +25.7% | +21.2% |
| YTD | +17.6% | +64.9% | -47.4% | +15.9% |
| 1Y | +19.2% | +66.0% | -46.8% | +17.5% |
| 3Y | +26.7% | +57.7% | -30.9% | +24.8% |
| 5Y | -1.3% | +144.7% | -146.1% | -4.7% |
| All | +155.5% | +136.1% | +19.4% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling