+62.8%
CNQ vs AWK
+20.7%
+42.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.2% | -9.6% | -7.3% |
| 7D | -9.4% | +7.0% | -16.5% | -9.3% |
| 30D | +2.8% | +17.0% | -14.3% | +2.8% |
| 3M | +8.5% | +12.4% | -3.9% | +8.5% |
| 6M | +6.4% | +19.6% | -13.2% | +6.5% |
| YTD | +50.9% | +17.0% | +33.9% | +52.0% |
| 1Y | +62.8% | +20.0% | +42.8% | +64.9% |
| All | +62.8% | +20.7% | +42.2% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling