+36.7%
CLS vs AWK
+3.3%
+33.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +20.1% | +0.6% | +19.5% | +20.8% |
| 30D | +6.0% | +4.3% | +1.8% | +11.5% |
| 3M | -10.3% | +12.5% | -22.8% | +3.9% |
| 6M | +24.5% | +3.3% | +21.2% | +32.1% |
| YTD | +12.9% | +9.8% | +3.1% | +29.6% |
| 1Y | +36.7% | +2.9% | +33.8% | +46.1% |
| All | +36.7% | +3.3% | +33.4% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling