-82.6%
CLF vs AWK
+1,042.6%
-1,125.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.4% |
| 7D | -19.6% | +4.1% | -23.7% | -21.4% |
| 30D | -5.0% | +18.0% | -23.0% | -13.1% |
| 3M | -6.3% | +12.2% | -18.5% | -12.4% |
| 6M | +2.8% | +21.2% | -18.5% | -8.1% |
| YTD | -13.7% | +17.6% | -31.3% | -22.8% |
| 1Y | +13.6% | +19.2% | -5.6% | +0.5% |
| 3Y | -34.0% | +26.7% | -60.7% | -47.3% |
| 5Y | -48.7% | -1.3% | -47.4% | -52.9% |
| 10Y | +113.4% | +159.7% | -46.2% | -15.1% |
| All | -82.6% | +1,042.6% | -1,125.2% | -98.6% |
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