-2.3%
AWK vs CVE
+135.1%
-137.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +1.2% | -10.1% | +11.3% | +1.1% |
| 30D | +15.8% | -12.1% | +27.9% | +15.6% |
| 3M | +11.0% | -1.9% | +12.9% | +10.9% |
| 6M | +21.0% | -1.8% | +22.8% | +20.9% |
| YTD | +16.7% | +65.8% | -49.1% | +16.4% |
| 1Y | +17.2% | +60.8% | -43.7% | +16.8% |
| 3Y | +29.2% | +70.1% | -40.9% | +28.8% |
| 5Y | -2.3% | +134.8% | -137.1% | -0.2% |
| All | -2.3% | +135.1% | -137.4% | -0.2% |
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