+73.0%
CB vs AWK
+29.7%
+43.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | 0.0% | -2.6% | +2.6% | +0.8% |
| 30D | +7.4% | +14.2% | -6.8% | +3.5% |
| 3M | +8.6% | +10.0% | -1.4% | +5.7% |
| 6M | +16.1% | +17.1% | -0.9% | +11.1% |
| YTD | +20.2% | +16.1% | +4.1% | +14.9% |
| 1Y | +27.2% | +17.5% | +9.7% | +21.1% |
| All | +73.0% | +29.7% | +43.3% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling