+62.7%
CCJ vs AWK
+31.5%
+31.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.7% |
| 30D | -13.2% | +14.3% | -27.4% | -7.2% |
| 3M | -27.6% | +10.3% | -37.9% | -23.8% |
| 6M | -38.7% | +18.9% | -57.6% | -32.8% |
| YTD | -22.7% | +17.7% | -40.4% | -15.0% |
| 1Y | -17.6% | +16.9% | -34.4% | -9.3% |
| 3Y | +62.7% | +32.2% | +30.5% | +87.3% |
| All | +62.7% | +31.5% | +31.2% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling