-17.9%
CLS vs AWK
+19.4%
-37.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -3.7% |
| 7D | +16.3% | +0.1% | +16.1% | +16.8% |
| 30D | -25.7% | +14.3% | -39.9% | -11.8% |
| 3M | -30.9% | +10.3% | -41.2% | -20.5% |
| 6M | -35.5% | +18.9% | -54.4% | -19.0% |
| YTD | -18.7% | +17.7% | -36.4% | +2.9% |
| 1Y | -17.9% | +16.9% | -34.8% | +3.7% |
| All | -17.9% | +19.4% | -37.3% | +3.7% |
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