+286.3%
CCI vs AWK
+1,022.0%
-735.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.5% |
| 7D | -1.4% | -3.2% | +1.8% | +0.4% |
| 30D | +12.7% | +13.5% | -0.7% | +4.7% |
| 3M | +23.0% | +9.4% | +13.6% | +16.6% |
| 6M | +0.6% | +16.4% | -15.8% | -8.3% |
| YTD | +4.9% | +15.4% | -10.6% | -4.4% |
| 1Y | +0.7% | +16.8% | -16.1% | -9.1% |
| 3Y | +10.2% | +28.6% | -18.3% | -6.3% |
| 5Y | -36.4% | -4.1% | -32.4% | -36.6% |
| 10Y | +66.6% | +151.2% | -84.6% | +0.1% |
| All | +286.3% | +1,022.0% | -735.6% | +1.3% |
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 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