+248.2%
CB vs AWK
+158.1%
+90.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | +0.2% | +4.1% | -3.9% | -1.3% |
| 30D | +9.1% | +18.0% | -8.9% | +2.1% |
| 3M | +3.4% | +12.2% | -8.8% | -1.3% |
| 6M | +14.1% | +21.2% | -7.1% | +5.5% |
| YTD | +18.0% | +17.6% | +0.5% | +9.9% |
| 1Y | +30.1% | +19.2% | +10.9% | +20.4% |
| 3Y | +71.8% | +26.7% | +45.0% | +52.3% |
| 5Y | +101.8% | -1.3% | +103.2% | +96.3% |
| All | +248.2% | +158.1% | +90.2% | +143.5% |
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