-34.0%
CCL vs AWK
+157.1%
-191.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +13.1% | +14.3% | -1.1% | +8.7% |
| 3M | +3.4% | +10.3% | -6.9% | +0.3% |
| 6M | +18.7% | +18.9% | -0.2% | +12.4% |
| YTD | -2.3% | +17.7% | -20.0% | -7.8% |
| 1Y | +14.2% | +16.9% | -2.7% | +7.9% |
| 3Y | +133.6% | +32.2% | +101.4% | +101.6% |
| 5Y | +33.5% | -2.2% | +35.7% | +28.7% |
| All | -34.0% | +157.1% | -191.1% | -47.8% |
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