+11.9%
CCL vs AWK
+1,034.4%
-1,022.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | +3.1% | +1.2% | +1.8% | +2.6% |
| 30D | +17.5% | +15.8% | +1.7% | +11.1% |
| 3M | +6.8% | +11.0% | -4.2% | +2.5% |
| 6M | +18.7% | +21.0% | -2.3% | +9.9% |
| YTD | +3.0% | +16.7% | -13.7% | -4.1% |
| 1Y | +17.7% | +17.2% | +0.6% | +9.2% |
| 3Y | +155.6% | +29.2% | +126.4% | +118.2% |
| 5Y | +30.2% | -2.3% | +32.5% | +25.5% |
| 10Y | -28.5% | +150.5% | -179.0% | -56.4% |
| All | +11.9% | +1,034.4% | -1,022.6% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling