+626.9%
CEG vs AWK
-3.6%
+630.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +8.8% | +4.3% | +4.6% | +8.7% |
| 3M | +17.0% | +12.5% | +4.4% | +16.3% |
| 6M | -8.7% | +3.3% | -12.0% | -8.8% |
| YTD | -16.4% | +9.8% | -26.2% | -16.8% |
| 1Y | -1.8% | +2.9% | -4.7% | -1.8% |
| 3Y | +175.8% | +9.6% | +166.2% | +166.7% |
| All | +626.9% | -3.6% | +630.6% | +692.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling