-2.8%
CMS vs AWK
+19.1%
-21.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | 0.0% |
| 7D | +0.5% | +2.7% | -2.2% | -0.7% |
| 30D | +7.4% | +16.7% | -9.2% | +0.7% |
| 3M | +1.9% | +11.7% | -9.9% | -2.9% |
| 6M | -2.3% | +21.9% | -24.2% | -10.3% |
| YTD | +3.0% | +17.6% | -14.6% | -4.3% |
| 1Y | -2.8% | +19.8% | -22.6% | -9.7% |
| All | -2.8% | +19.1% | -21.9% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling