+1,056.5%
CCJ vs AWK
+132.0%
+924.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.7% |
| 7D | -4.0% | -2.1% | -1.9% | -4.0% |
| 30D | -2.4% | +2.1% | -4.4% | -2.5% |
| 3M | -2.3% | +11.4% | -13.7% | -2.8% |
| 6M | -16.2% | +3.9% | -20.1% | -16.4% |
| YTD | +5.7% | +7.7% | -2.0% | +5.1% |
| 1Y | +21.3% | +1.3% | +20.0% | +21.1% |
| 3Y | +159.4% | +7.2% | +152.2% | +154.1% |
| 5Y | +300.7% | -17.0% | +317.7% | +304.4% |
| All | +1,056.5% | +132.0% | +924.5% | +956.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling