+34.7%
CMS vs AWK
-1.1%
+35.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.3% |
| 7D | -1.3% | +4.1% | -5.4% | -3.6% |
| 30D | +6.3% | +18.0% | -11.7% | -3.4% |
| 3M | -2.1% | +12.2% | -14.3% | -8.5% |
| 6M | -5.1% | +21.2% | -26.3% | -15.4% |
| YTD | +1.3% | +17.6% | -16.3% | -8.6% |
| 1Y | -1.4% | +19.2% | -20.6% | -11.9% |
| 3Y | +36.9% | +26.7% | +10.2% | +15.2% |
| All | +34.7% | -1.1% | +35.7% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling