-17.1%
CCI vs AWK
+1.9%
-19.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -0.3% | -2.1% | +1.9% | +0.4% |
| 30D | +2.2% | +2.1% | +0.2% | +1.5% |
| 3M | -16.9% | +11.4% | -28.3% | -19.6% |
| 6M | -11.5% | +3.9% | -15.5% | -12.5% |
| YTD | -12.8% | +7.7% | -20.5% | -14.3% |
| 1Y | -17.1% | +1.3% | -18.4% | -15.7% |
| All | -17.1% | +1.9% | -19.0% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling