+761.5%
CB vs AWK
+969.7%
-208.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | +1.7% | -1.2% | -0.3% |
| 30D | -3.1% | +5.6% | -8.7% | -5.5% |
| 3M | +9.0% | +15.9% | -6.9% | +1.8% |
| 6M | +2.9% | +4.6% | -1.7% | +0.4% |
| YTD | +10.1% | +10.1% | +0.1% | +4.7% |
| 1Y | +22.8% | +2.1% | +20.7% | +20.3% |
| 3Y | +73.8% | +9.8% | +64.0% | +61.3% |
| 5Y | +99.2% | -15.4% | +114.5% | +105.7% |
| 10Y | +218.2% | +129.4% | +88.8% | +90.5% |
| All | +761.5% | +969.7% | -208.2% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling