+216.8%
CB vs AWK
+126.2%
+90.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.6% | +2.2% | -2.8% | -1.5% |
| 30D | -3.9% | +4.4% | -8.3% | -5.6% |
| 3M | +4.9% | +15.4% | -10.5% | -0.9% |
| 6M | +3.3% | +3.5% | -0.3% | +1.6% |
| YTD | +8.5% | +9.8% | -1.3% | +3.9% |
| 1Y | +22.1% | +3.0% | +19.1% | +19.6% |
| 3Y | +70.1% | +9.7% | +60.5% | +60.0% |
| 5Y | +97.4% | -17.2% | +114.5% | +107.2% |
| 10Y | +216.8% | +126.1% | +90.8% | +126.5% |
| All | +216.8% | +126.2% | +90.7% | +126.5% |
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