+800.6%
CMS vs AWK
+1,022.0%
-221.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.3% |
| 7D | -1.3% | -3.2% | +1.9% | +0.7% |
| 30D | +5.3% | +13.5% | -8.2% | -2.6% |
| 3M | -0.3% | +9.4% | -9.7% | -5.9% |
| 6M | -4.0% | +16.4% | -20.4% | -12.9% |
| YTD | +2.1% | +15.4% | -13.3% | -7.3% |
| 1Y | -4.7% | +16.8% | -21.5% | -14.3% |
| 3Y | +36.8% | +28.6% | +8.2% | +13.9% |
| 5Y | +34.9% | -4.1% | +38.9% | +33.3% |
| 10Y | +134.7% | +151.2% | -16.5% | +33.8% |
| All | +800.6% | +1,022.0% | -221.4% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling