+139.9%
CNP vs AWK
+128.1%
+11.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | -0.1% | +4.3% | -4.3% | -2.8% |
| 3M | -5.6% | +12.5% | -18.2% | -12.8% |
| 6M | -7.5% | +3.3% | -10.8% | -10.0% |
| YTD | +5.5% | +9.8% | -4.3% | -1.6% |
| 1Y | +8.3% | +2.9% | +5.4% | +4.9% |
| 3Y | +51.8% | +9.6% | +42.1% | +37.1% |
| 5Y | +69.9% | -16.7% | +86.5% | +84.0% |
| 10Y | +139.9% | +136.1% | +3.8% | +26.9% |
| All | +139.9% | +128.1% | +11.9% | +26.9% |
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