+422.4%
CNP vs AWK
+969.7%
-547.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +1.1% | +1.7% | -0.6% | 0.0% |
| 30D | -1.8% | +5.6% | -7.4% | -5.1% |
| 3M | -4.6% | +15.9% | -20.5% | -13.1% |
| 6M | -8.8% | +4.6% | -13.4% | -11.8% |
| YTD | +5.2% | +10.1% | -4.8% | -1.6% |
| 1Y | +8.3% | +2.1% | +6.2% | +5.6% |
| 3Y | +54.9% | +9.8% | +45.0% | +40.9% |
| 5Y | +73.5% | -15.4% | +88.9% | +84.0% |
| 10Y | +139.1% | +129.4% | +9.7% | +37.0% |
| All | +422.4% | +969.7% | -547.3% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling