+110.5%
CNC vs AWK
+20.7%
+89.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.2% | +10.4% | +11.9% |
| 7D | +13.4% | +7.0% | +6.3% | +11.1% |
| 30D | +18.2% | +17.0% | +1.2% | +13.0% |
| 3M | +18.6% | +12.4% | +6.2% | +14.8% |
| 6M | +41.9% | +19.6% | +22.3% | +34.2% |
| YTD | +84.7% | +17.0% | +67.7% | +78.1% |
| 1Y | +110.5% | +20.0% | +90.5% | +98.6% |
| All | +110.5% | +20.7% | +89.8% | +98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling