-50.3%
CCI vs AWK
-16.7%
-33.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | +2.1% | +4.3% | -2.2% | -0.7% |
| 3M | -17.8% | +12.5% | -30.4% | -24.2% |
| 6M | -14.2% | +3.3% | -17.5% | -16.5% |
| YTD | -13.3% | +9.8% | -23.1% | -19.3% |
| 1Y | -16.6% | +2.9% | -19.5% | -19.1% |
| 3Y | -10.8% | +9.6% | -20.4% | -18.4% |
| 5Y | -50.3% | -16.7% | -33.7% | -47.0% |
| All | -50.3% | -16.7% | -33.6% | -47.0% |
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