+1,914.6%
CLS vs AWK
+157.1%
+1,757.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.4% |
| 7D | +16.3% | +0.1% | +16.1% | +16.3% |
| 30D | -25.7% | +14.3% | -39.9% | -26.2% |
| 3M | -30.9% | +10.3% | -41.2% | -31.3% |
| 6M | -35.5% | +18.9% | -54.4% | -36.4% |
| YTD | -18.7% | +17.7% | -36.4% | -20.0% |
| 1Y | -17.9% | +16.9% | -34.8% | -19.3% |
| 3Y | +838.1% | +32.2% | +805.9% | +742.6% |
| 5Y | +1,971.9% | -2.2% | +1,974.1% | +1,958.7% |
| All | +1,914.6% | +157.1% | +1,757.5% | +1,567.1% |
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 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