+95.2%
CNC vs AWK
+132.0%
-36.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | -0.9% | -2.1% | +1.2% | 0.0% |
| 30D | -1.0% | +2.1% | -3.0% | -1.9% |
| 3M | +4.5% | +11.4% | -6.8% | -0.6% |
| 6M | +85.2% | +3.9% | +81.3% | +80.8% |
| YTD | +61.4% | +7.7% | +53.7% | +55.3% |
| 1Y | +94.9% | +1.3% | +93.6% | +92.1% |
| 3Y | 0.0% | +7.2% | -7.2% | -5.1% |
| 5Y | +11.2% | -17.0% | +28.2% | +16.9% |
| All | +95.2% | +132.0% | -36.8% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling