+4,527.4%
CLS vs AWK
+969.7%
+3,557.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.6% | +1.7% | +2.8% | +4.1% |
| 30D | -13.9% | +5.6% | -19.5% | -15.2% |
| 3M | -26.6% | +15.9% | -42.4% | -29.8% |
| 6M | +15.4% | +4.6% | +10.8% | +12.9% |
| YTD | +5.7% | +10.1% | -4.4% | +1.5% |
| 1Y | +41.1% | +2.1% | +39.0% | +37.6% |
| 3Y | +1,228.6% | +9.8% | +1,218.7% | +1,097.0% |
| 5Y | +3,240.6% | -15.4% | +3,256.0% | +3,217.6% |
| 10Y | +2,760.3% | +129.4% | +2,630.9% | +1,671.2% |
| All | +4,527.4% | +969.7% | +3,557.7% | +1,181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling