+132.3%
CMS vs AWK
+146.2%
-13.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.0% |
| 7D | -0.9% | +1.2% | -2.1% | -1.7% |
| 30D | +7.1% | +15.8% | -8.7% | -3.1% |
| 3M | -1.3% | +11.0% | -12.3% | -8.3% |
| 6M | -2.7% | +21.0% | -23.6% | -14.9% |
| YTD | +2.6% | +16.7% | -14.1% | -8.7% |
| 1Y | -2.0% | +17.2% | -19.2% | -13.2% |
| 3Y | +39.6% | +29.2% | +10.4% | +12.3% |
| 5Y | +35.3% | -2.3% | +37.6% | +31.9% |
| 10Y | +132.3% | +150.5% | -18.2% | +9.6% |
| All | +132.3% | +146.2% | -13.9% | +9.6% |
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 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