+791.9%
CDE vs AWK
+7.8%
+784.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -3.1% | -2.1% | -1.0% | -2.8% |
| 30D | +9.5% | +2.1% | +7.4% | +9.2% |
| 3M | +25.5% | +11.4% | +14.1% | +23.6% |
| 6M | -7.9% | +3.9% | -11.8% | -8.5% |
| YTD | +15.6% | +7.7% | +7.9% | +13.6% |
| 1Y | +34.0% | +1.3% | +32.7% | +34.2% |
| 3Y | +791.9% | +7.2% | +784.7% | +798.8% |
| All | +791.9% | +7.8% | +784.1% | +798.8% |
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