-15.1%
CCL vs AWK
+969.7%
-984.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -5.0% | +1.7% | -6.8% | -5.7% |
| 30D | -20.3% | +5.6% | -25.9% | -22.0% |
| 3M | -15.1% | +15.9% | -31.0% | -20.0% |
| 6M | -15.1% | +4.6% | -19.7% | -17.2% |
| YTD | -21.8% | +10.1% | -31.8% | -25.5% |
| 1Y | -24.8% | +2.1% | -26.9% | -26.5% |
| 3Y | +51.9% | +9.8% | +42.0% | +39.1% |
| 5Y | +4.0% | -15.4% | +19.4% | +5.9% |
| 10Y | -42.2% | +129.4% | -171.6% | -63.5% |
| All | -15.1% | +969.7% | -984.7% | -78.7% |
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 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