+183.3%
CAT vs AWK
-1.1%
+184.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | -10.3% | +4.1% | -14.4% | -10.3% |
| 30D | -31.2% | +18.0% | -49.2% | -31.4% |
| 3M | -34.7% | +12.2% | -46.9% | -34.7% |
| 6M | -39.5% | +21.2% | -60.7% | -39.9% |
| YTD | -1.7% | +17.6% | -19.2% | -2.3% |
| 1Y | -1.1% | +19.2% | -20.3% | -2.0% |
| 3Y | +143.9% | +26.7% | +117.1% | +132.2% |
| All | +183.3% | -1.1% | +184.3% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling