+73.4%
CL vs AWK
+158.1%
-84.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.5% |
| 7D | +1.3% | +4.1% | -2.8% | -0.5% |
| 30D | +11.4% | +18.0% | -6.6% | +3.5% |
| 3M | +4.4% | +12.2% | -7.8% | -0.9% |
| 6M | +10.8% | +21.2% | -10.5% | +1.6% |
| YTD | +25.1% | +17.6% | +7.6% | +15.8% |
| 1Y | +28.0% | +19.2% | +8.7% | +17.6% |
| 3Y | +37.6% | +26.7% | +10.9% | +21.4% |
| 5Y | +39.7% | -1.3% | +41.0% | +36.3% |
| All | +73.4% | +158.1% | -84.7% | +5.2% |
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