-81.1%
CLF vs AWK
+969.7%
-1,050.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +7.6% | +1.7% | +5.8% | +6.7% |
| 30D | -1.2% | +5.6% | -6.8% | -4.0% |
| 3M | -13.4% | +15.9% | -29.2% | -20.1% |
| 6M | +15.4% | +4.6% | +10.8% | +11.2% |
| YTD | -5.9% | +10.1% | -15.9% | -12.3% |
| 1Y | +18.8% | +2.1% | +16.7% | +14.6% |
| 3Y | -19.4% | +9.8% | -29.3% | -29.9% |
| 5Y | -47.7% | -15.4% | -32.4% | -47.4% |
| 10Y | +130.4% | +129.4% | +1.0% | +0.7% |
| All | -81.1% | +969.7% | -1,050.7% | -98.4% |
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