+562.3%
CEG vs AWK
+3.3%
+559.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.0% |
| 7D | +1.7% | +2.7% | -1.0% | +1.7% |
| 30D | -10.2% | +16.7% | -26.8% | -10.4% |
| 3M | -0.8% | +11.7% | -12.6% | -0.9% |
| 6M | -11.5% | +21.9% | -33.4% | -12.0% |
| YTD | -23.9% | +17.6% | -41.5% | -24.2% |
| 1Y | -25.4% | +19.8% | -45.2% | -25.9% |
| 3Y | +124.2% | +31.0% | +93.2% | +104.0% |
| All | +562.3% | +3.3% | +559.0% | +622.2% |
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