+298.0%
CL vs AWK
+1,043.1%
-745.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +2.6% | +2.7% | -0.1% | +1.5% |
| 30D | +11.8% | +16.7% | -4.9% | +5.1% |
| 3M | +5.9% | +11.7% | -5.8% | +1.2% |
| 6M | +13.3% | +21.9% | -8.6% | +4.6% |
| YTD | +27.1% | +17.6% | +9.5% | +18.5% |
| 1Y | +28.0% | +19.8% | +8.2% | +18.4% |
| 3Y | +39.4% | +31.0% | +8.4% | +23.0% |
| 5Y | +40.8% | -3.0% | +43.7% | +38.3% |
| 10Y | +84.9% | +156.8% | -71.9% | +23.0% |
| All | +298.0% | +1,043.1% | -745.1% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling