+37.5%
CMS vs AWK
+29.7%
+7.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -1.3% | -2.6% | +1.3% | 0.0% |
| 30D | +5.3% | +14.2% | -8.9% | -1.5% |
| 3M | -0.3% | +10.0% | -10.4% | -5.1% |
| 6M | -4.0% | +17.1% | -21.1% | -11.6% |
| YTD | +2.1% | +16.1% | -14.0% | -5.9% |
| 1Y | -4.7% | +17.5% | -22.2% | -12.9% |
| All | +37.5% | +29.7% | +7.8% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling