+80.1%
CLF vs AWK
+146.2%
-66.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.7% | +7.7% | +7.1% |
| 7D | -14.1% | +1.2% | -15.3% | -14.4% |
| 30D | -5.5% | +15.8% | -21.3% | -8.5% |
| 3M | 0.0% | +11.0% | -11.0% | -2.4% |
| 6M | +11.3% | +21.0% | -9.7% | +6.4% |
| YTD | -7.7% | +16.7% | -24.4% | -11.6% |
| 1Y | +17.5% | +17.2% | +0.4% | +12.3% |
| 3Y | -25.4% | +29.2% | -54.6% | -33.6% |
| 5Y | -46.0% | -2.3% | -43.7% | -47.3% |
| 10Y | +80.1% | +150.5% | -70.5% | +77.8% |
| All | +80.1% | +146.2% | -66.1% | +77.8% |
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