+142.0%
CNP vs AWK
+157.1%
-15.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +3.8% | +14.3% | -10.5% | -5.0% |
| 3M | +2.4% | +10.3% | -7.9% | -4.3% |
| 6M | -1.2% | +18.9% | -20.1% | -12.2% |
| YTD | +9.3% | +17.7% | -8.4% | -2.9% |
| 1Y | +6.4% | +16.9% | -10.4% | -5.1% |
| 3Y | +66.4% | +32.2% | +34.2% | +32.2% |
| 5Y | +75.7% | -2.2% | +77.8% | +70.0% |
| All | +142.0% | +157.1% | -15.1% | +24.6% |
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