+1,457.9%
CMI vs AWK
+966.9%
+491.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -12.3% | +4.3% | -16.6% | -13.9% |
| 3M | -16.8% | +12.5% | -29.3% | -21.3% |
| 6M | +1.5% | +3.3% | -1.8% | -1.0% |
| YTD | +9.8% | +9.8% | 0.0% | +4.0% |
| 1Y | +42.6% | +2.9% | +39.7% | +38.0% |
| 3Y | +151.0% | +9.6% | +141.4% | +127.9% |
| 5Y | +167.0% | -16.7% | +183.7% | +171.7% |
| 10Y | +512.2% | +136.1% | +376.1% | +217.5% |
| All | +1,457.9% | +966.9% | +491.1% | +140.9% |
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