+1,312.5%
CLS vs AWK
+9.6%
+1,302.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.5% |
| 7D | +12.8% | +2.2% | +10.6% | +14.7% |
| 30D | +3.8% | +4.4% | -0.6% | +7.7% |
| 3M | -14.6% | +15.4% | -30.0% | -3.6% |
| 6M | +32.2% | +3.5% | +28.7% | +39.2% |
| YTD | +11.6% | +9.8% | +1.8% | +23.5% |
| 1Y | +35.1% | +3.0% | +32.1% | +45.4% |
| 3Y | +1,312.5% | +9.7% | +1,302.9% | +1,565.3% |
| All | +1,312.5% | +9.6% | +1,302.9% | +1,565.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling