+7.2%
CNC vs AWK
-17.0%
+24.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | -3.8% | +4.3% | -8.1% | -5.1% |
| 3M | -3.2% | +12.5% | -15.8% | -7.2% |
| 6M | +47.9% | +3.3% | +44.6% | +46.0% |
| YTD | +55.7% | +9.8% | +45.9% | +50.4% |
| 1Y | +106.2% | +2.9% | +103.3% | +103.2% |
| 3Y | -2.1% | +9.6% | -11.7% | -5.7% |
| All | +7.2% | -17.0% | +24.2% | -1.4% |
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