+189.0%
CDE vs AWK
-17.6%
+206.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -3.1% | -2.1% | -1.0% | -2.4% |
| 30D | +9.5% | +2.1% | +7.4% | +8.6% |
| 3M | +25.5% | +11.4% | +14.1% | +20.4% |
| 6M | -7.9% | +3.9% | -11.8% | -10.0% |
| YTD | +15.6% | +7.7% | +7.9% | +10.6% |
| 1Y | +34.0% | +1.3% | +32.7% | +31.5% |
| 3Y | +791.9% | +7.2% | +784.7% | +708.0% |
| All | +189.0% | -17.6% | +206.5% | +169.1% |
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