+518.2%
CEG vs AWK
+3.2%
+515.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.3% |
| 7D | -4.7% | +4.1% | -8.8% | -4.8% |
| 30D | -16.6% | +18.0% | -34.6% | -16.8% |
| 3M | -4.1% | +12.2% | -16.3% | -4.2% |
| 6M | -22.3% | +21.2% | -43.6% | -22.7% |
| YTD | -28.9% | +17.6% | -46.5% | -29.2% |
| 1Y | -28.5% | +19.2% | -47.7% | -28.9% |
| 3Y | +104.3% | +26.7% | +77.6% | +89.4% |
| All | +518.2% | +3.2% | +515.0% | +574.2% |
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 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