-35.3%
CLS vs AWK
+18.2%
-53.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.7% | +8.6% | +7.0% |
| 7D | -10.6% | +1.2% | -11.8% | -8.6% |
| 30D | -38.4% | +15.8% | -54.2% | -25.6% |
| 3M | -29.9% | +11.0% | -40.9% | -18.6% |
| 6M | -40.6% | +21.0% | -61.6% | -23.4% |
| YTD | -24.6% | +16.7% | -41.3% | -5.2% |
| All | -35.3% | +18.2% | -53.5% | -13.8% |
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 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