+56.1%
CCL vs AWK
+9.8%
+46.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | -5.0% | +1.7% | -6.8% | -5.0% |
| 30D | -20.3% | +5.6% | -25.9% | -20.2% |
| 3M | -15.1% | +15.9% | -31.0% | -14.5% |
| 6M | -15.1% | +4.6% | -19.7% | -14.8% |
| YTD | -21.8% | +10.1% | -31.8% | -21.4% |
| 1Y | -24.8% | +2.1% | -26.9% | -24.3% |
| All | +56.1% | +9.8% | +46.3% | +41.7% |
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