+78.8%
CNQ vs AWK
+7.8%
+71.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.6% |
| 7D | +0.1% | -2.1% | +2.3% | 0.0% |
| 30D | +6.2% | +2.1% | +4.1% | +6.3% |
| 3M | +12.4% | +11.4% | +1.0% | +13.0% |
| 6M | +9.0% | +3.9% | +5.1% | +9.3% |
| YTD | +52.2% | +7.7% | +44.5% | +52.9% |
| 1Y | +65.0% | +1.3% | +63.7% | +65.3% |
| 3Y | +78.8% | +7.2% | +71.7% | +74.8% |
| All | +78.8% | +7.8% | +71.1% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling