+25.9%
CMS vs AWK
-15.4%
+41.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.4% | +1.7% | -1.4% | -0.6% |
| 30D | -3.6% | +5.6% | -9.2% | -6.7% |
| 3M | -1.9% | +15.9% | -17.8% | -10.2% |
| 6M | -11.0% | +4.6% | -15.5% | -13.7% |
| YTD | +0.2% | +10.1% | -9.9% | -6.0% |
| 1Y | -1.3% | +2.1% | -3.4% | -3.4% |
| 3Y | +35.9% | +9.8% | +26.1% | +25.2% |
| All | +25.9% | -15.4% | +41.3% | +33.1% |
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