+937.9%
AWK vs CVE
+62.8%
+875.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.0% |
| 7D | +7.2% | -14.1% | +21.2% | +7.9% |
| 30D | +19.0% | -11.6% | +30.7% | +19.7% |
| 3M | +14.4% | 0.0% | +14.3% | +14.2% |
| 6M | +22.6% | -8.4% | +31.0% | +22.8% |
| YTD | +19.2% | +65.9% | -46.7% | +15.5% |
| 1Y | +19.6% | +69.4% | -49.9% | +15.7% |
| 3Y | +26.1% | +55.9% | -29.8% | +21.7% |
| 5Y | +0.1% | +146.2% | -146.1% | -7.4% |
| 10Y | +163.3% | +140.6% | +22.7% | +130.1% |
| All | +937.9% | +62.8% | +875.2% | +817.3% |
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