+1,581.5%
CMG vs AWK
+967.2%
+614.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.5% | +2.2% | -3.6% | -2.1% |
| 30D | +12.7% | +4.4% | +8.3% | +11.3% |
| 3M | +26.3% | +15.4% | +10.9% | +21.2% |
| 6M | +4.5% | +3.5% | +1.0% | +3.1% |
| YTD | -0.1% | +9.8% | -9.9% | -3.3% |
| 1Y | -6.8% | +3.0% | -9.8% | -8.2% |
| 3Y | -5.0% | +9.7% | -14.6% | -9.9% |
| 5Y | -3.0% | -17.2% | +14.1% | -0.6% |
| 10Y | +323.6% | +126.1% | +197.5% | +201.6% |
| All | +1,581.5% | +967.2% | +614.3% | +494.6% |
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