+243.0%
CB vs AWK
+146.2%
+96.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | +6.5% | +15.8% | -9.3% | +0.5% |
| 3M | +4.1% | +11.0% | -6.9% | -0.3% |
| 6M | +14.4% | +21.0% | -6.6% | +5.9% |
| YTD | +17.5% | +16.7% | +0.8% | +9.8% |
| 1Y | +27.5% | +17.2% | +10.4% | +18.9% |
| 3Y | +71.6% | +29.2% | +42.4% | +50.9% |
| 5Y | +100.6% | -2.3% | +102.9% | +95.9% |
| 10Y | +243.0% | +150.5% | +92.5% | +140.6% |
| All | +243.0% | +146.2% | +96.8% | +140.6% |
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