+1,753.0%
CLS vs AWK
+151.0%
+1,602.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.7% | +8.6% | +7.9% |
| 7D | -10.6% | +1.2% | -11.8% | -10.6% |
| 30D | -38.4% | +15.8% | -54.2% | -39.0% |
| 3M | -29.9% | +11.0% | -40.9% | -30.3% |
| 6M | -40.6% | +21.0% | -61.6% | -41.6% |
| YTD | -24.6% | +16.7% | -41.3% | -25.8% |
| 1Y | -30.8% | +17.2% | -48.0% | -32.1% |
| 3Y | +811.7% | +29.2% | +782.6% | +723.6% |
| 5Y | +1,838.4% | -2.3% | +1,840.7% | +1,821.2% |
| All | +1,753.0% | +151.0% | +1,602.0% | +1,433.8% |
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