+107.8%
CB vs AWK
-2.4%
+110.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +7.3% | +14.3% | -7.0% | +3.0% |
| 3M | +9.4% | +10.3% | -0.9% | +6.1% |
| 6M | +19.6% | +18.9% | +0.7% | +13.4% |
| YTD | +21.5% | +17.7% | +3.8% | +15.1% |
| 1Y | +28.0% | +16.9% | +11.1% | +21.5% |
| 3Y | +74.9% | +32.2% | +42.7% | +58.6% |
| All | +107.8% | -2.4% | +110.2% | +100.7% |
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