+322.0%
CMG vs AWK
+132.0%
+190.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -2.1% | -2.1% | +0.1% | -1.6% |
| 30D | +10.9% | +2.1% | +8.9% | +10.4% |
| 3M | +15.8% | +11.4% | +4.5% | +13.2% |
| 6M | +6.9% | +3.9% | +3.0% | +5.8% |
| YTD | -2.2% | +7.7% | -9.9% | -4.1% |
| 1Y | -7.1% | +1.3% | -8.4% | -7.8% |
| 3Y | -7.1% | +7.2% | -14.3% | -10.2% |
| 5Y | -4.8% | -17.0% | +12.2% | -3.3% |
| All | +322.0% | +132.0% | +190.0% | +295.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling