+22.8%
CCJ vs AWK
+2.5%
+20.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -3.2% |
| 7D | -3.2% | -0.7% | -2.4% | -3.7% |
| 30D | -1.3% | +2.8% | -4.1% | +0.8% |
| 3M | +2.5% | +11.3% | -8.8% | +11.5% |
| 6M | -18.9% | +6.7% | -25.6% | -14.2% |
| YTD | +6.5% | +9.4% | -2.9% | +15.9% |
| 1Y | +22.8% | +3.7% | +19.1% | +27.2% |
| All | +22.8% | +2.5% | +20.4% | +27.2% |
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