+349.8%
CCJ vs AWK
-16.7%
+366.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +5.9% | +2.2% | +3.8% | +6.1% |
| 30D | +4.7% | +4.4% | +0.3% | +5.0% |
| 3M | -3.3% | +15.4% | -18.7% | -2.5% |
| 6M | -7.0% | +3.5% | -10.5% | -6.6% |
| YTD | +11.5% | +9.8% | +1.7% | +12.1% |
| 1Y | +32.3% | +3.0% | +29.3% | +33.4% |
| 3Y | +176.8% | +9.7% | +167.2% | +174.5% |
| All | +349.8% | -16.7% | +366.5% | +307.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling