+83.3%
CHRW vs AWK
+10.9%
+72.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | -3.5% | +5.6% | -9.0% | -3.7% |
| 3M | -19.4% | +15.9% | -35.3% | -19.7% |
| 6M | -21.4% | +4.6% | -25.9% | -21.4% |
| YTD | -7.1% | +10.1% | -17.2% | -7.2% |
| 1Y | +17.8% | +2.1% | +15.7% | +18.9% |
| All | +83.3% | +10.9% | +72.3% | +73.7% |
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