+11.0%
AWK vs CVE
+72.1%
-61.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | +1.7% | +2.5% | -0.8% | +1.9% |
| 30D | +5.6% | +16.7% | -11.2% | +6.4% |
| 3M | +15.9% | +9.3% | +6.6% | +16.5% |
| 6M | +4.6% | +43.6% | -39.0% | +6.5% |
| YTD | +10.1% | +93.6% | -83.5% | +13.5% |
| 1Y | +2.1% | +98.8% | -96.7% | +5.5% |
| All | +11.0% | +72.1% | -61.1% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling