+3.5%
CCL vs AWK
-15.0%
+18.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.1% | +2.2% | -2.3% | -0.7% |
| 30D | -20.0% | +4.4% | -24.4% | -20.9% |
| 3M | -13.7% | +15.4% | -29.0% | -17.1% |
| 6M | -9.0% | +3.5% | -12.5% | -10.2% |
| YTD | -22.8% | +9.8% | -32.6% | -25.5% |
| 1Y | -25.3% | +3.0% | -28.3% | -26.4% |
| 3Y | +54.1% | +9.7% | +44.4% | +39.9% |
| 5Y | +3.5% | -17.2% | +20.6% | -13.0% |
| All | +3.5% | -15.0% | +18.5% | -13.0% |
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