+1,126.0%
CAT vs AWK
+126.2%
+999.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +5.6% | +2.2% | +3.4% | +5.1% |
| 30D | -2.3% | +4.4% | -6.8% | -3.2% |
| 3M | -10.0% | +15.4% | -25.4% | -12.9% |
| 6M | +21.2% | +3.5% | +17.7% | +19.9% |
| YTD | +44.4% | +9.8% | +34.6% | +40.8% |
| 1Y | +96.3% | +3.0% | +93.3% | +93.5% |
| 3Y | +203.9% | +9.7% | +194.3% | +188.8% |
| 5Y | +333.5% | -17.2% | +350.7% | +343.0% |
| 10Y | +1,126.0% | +126.1% | +1,000.0% | +871.1% |
| All | +1,126.0% | +126.2% | +999.9% | +871.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling