+5.6%
CDE vs AWK
+20.7%
-15.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.2% | +6.5% | +9.8% |
| 7D | +1.1% | +7.0% | -5.9% | +4.7% |
| 30D | -14.5% | +17.0% | -31.5% | -7.4% |
| 3M | -10.1% | +12.4% | -22.5% | -4.2% |
| 6M | -16.9% | +19.6% | -36.5% | -6.8% |
| YTD | -18.1% | +17.0% | -35.2% | -7.6% |
| 1Y | +5.6% | +20.0% | -14.4% | +20.4% |
| All | +5.6% | +20.7% | -15.0% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling