+176.8%
CCJ vs AWK
+9.6%
+167.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.1% |
| 7D | +5.9% | +2.2% | +3.8% | +6.8% |
| 30D | +4.7% | +4.4% | +0.3% | +6.6% |
| 3M | -3.3% | +15.4% | -18.7% | +2.8% |
| 6M | -7.0% | +3.5% | -10.5% | -4.9% |
| YTD | +11.5% | +9.8% | +1.7% | +17.0% |
| 1Y | +32.3% | +3.0% | +29.3% | +37.1% |
| 3Y | +176.8% | +9.7% | +167.2% | +213.5% |
| All | +176.8% | +9.6% | +167.2% | +213.5% |
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