+858.1%
AWK vs CVE
+89.9%
+768.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +1.7% | +2.5% | -0.8% | +1.6% |
| 30D | +5.6% | +16.7% | -11.2% | +4.7% |
| 3M | +15.9% | +9.3% | +6.6% | +15.2% |
| 6M | +4.6% | +43.6% | -39.0% | +2.4% |
| YTD | +10.1% | +93.6% | -83.5% | +5.9% |
| 1Y | +2.1% | +98.8% | -96.7% | -2.0% |
| 3Y | +9.8% | +73.6% | -63.7% | +5.6% |
| 5Y | -15.4% | +312.5% | -327.8% | -24.2% |
| 10Y | +129.4% | +161.0% | -31.6% | +100.8% |
| All | +858.1% | +89.9% | +768.2% | +741.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling