+2,961.9%
CLS vs AWK
+1,042.6%
+1,919.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -22.2% | +4.1% | -26.3% | -23.0% |
| 30D | -44.4% | +18.0% | -62.4% | -46.8% |
| 3M | -34.3% | +12.2% | -46.5% | -36.5% |
| 6M | -50.1% | +21.2% | -71.3% | -53.0% |
| YTD | -30.1% | +17.6% | -47.6% | -34.2% |
| 1Y | -39.3% | +19.2% | -58.6% | -43.4% |
| 3Y | +732.7% | +26.7% | +706.0% | +612.0% |
| 5Y | +1,777.2% | -1.3% | +1,778.5% | +1,663.6% |
| 10Y | +1,645.6% | +159.7% | +1,486.0% | +931.6% |
| All | +2,961.9% | +1,042.6% | +1,919.3% | +730.2% |
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