-3.3%
AWK vs CVE
+158.6%
-161.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +0.1% | +5.9% | -5.8% | +0.2% |
| 30D | +14.3% | -10.9% | +25.1% | +14.2% |
| 3M | +10.3% | -4.5% | +14.8% | +10.2% |
| 6M | +18.9% | -1.0% | +19.9% | +18.9% |
| YTD | +17.7% | +74.7% | -57.0% | +17.4% |
| 1Y | +16.9% | +65.8% | -49.0% | +16.5% |
| 3Y | +32.2% | +73.2% | -41.0% | +31.9% |
| All | -3.3% | +158.6% | -161.9% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling