+783.5%
CMS vs AWK
+969.7%
-186.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.4% | +1.7% | -1.4% | -0.7% |
| 30D | -3.6% | +5.6% | -9.2% | -6.8% |
| 3M | -1.9% | +15.9% | -17.8% | -10.6% |
| 6M | -11.0% | +4.6% | -15.5% | -13.9% |
| YTD | +0.2% | +10.1% | -9.9% | -6.3% |
| 1Y | -1.3% | +2.1% | -3.4% | -3.7% |
| 3Y | +35.9% | +9.8% | +26.1% | +24.6% |
| 5Y | +23.1% | -15.4% | +38.4% | +31.4% |
| 10Y | +117.9% | +129.4% | -11.5% | +31.0% |
| All | +783.5% | +969.7% | -186.2% | +150.8% |
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