+116.3%
CLF vs AWK
+126.2%
-9.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.5% | +2.2% | +4.3% | +6.0% |
| 30D | +0.2% | +4.4% | -4.2% | -0.8% |
| 3M | -3.1% | +15.4% | -18.4% | -6.4% |
| 6M | +25.0% | +3.5% | +21.5% | +23.5% |
| YTD | -7.5% | +9.8% | -17.3% | -10.3% |
| 1Y | +11.5% | +3.0% | +8.5% | +9.8% |
| 3Y | -13.7% | +9.7% | -23.3% | -19.4% |
| 5Y | -47.0% | -17.2% | -29.8% | -45.8% |
| 10Y | +116.3% | +126.1% | -9.8% | +84.7% |
| All | +116.3% | +126.2% | -9.8% | +84.7% |
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 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