+291.2%
CCI vs AWK
+1,044.2%
-752.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +14.4% | +14.3% | +0.2% | +5.9% |
| 3M | +21.7% | +10.3% | +11.4% | +14.8% |
| 6M | +4.0% | +18.9% | -14.9% | -6.3% |
| YTD | +6.2% | +17.7% | -11.5% | -4.2% |
| 1Y | +5.4% | +16.9% | -11.5% | -4.7% |
| 3Y | +11.7% | +32.2% | -20.4% | -6.5% |
| 5Y | -35.6% | -2.2% | -33.5% | -36.5% |
| 10Y | +68.7% | +156.1% | -87.4% | +0.2% |
| All | +291.2% | +1,044.2% | -752.9% | +1.4% |
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