-43.4%
CCL vs AWK
+135.6%
-179.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.3% | -0.7% | -3.6% | -4.1% |
| 30D | -19.0% | +2.8% | -21.7% | -19.6% |
| 3M | -13.1% | +11.3% | -24.4% | -15.9% |
| 6M | -13.3% | +6.7% | -20.0% | -15.4% |
| YTD | -25.2% | +9.4% | -34.6% | -27.9% |
| 1Y | -27.2% | +3.7% | -30.9% | -28.7% |
| 3Y | +49.2% | +9.2% | +40.0% | +38.5% |
| 5Y | +0.4% | -15.7% | +16.1% | +1.0% |
| All | -43.4% | +135.6% | -179.0% | -53.6% |
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