+326.9%
CNQ vs AWK
+946.8%
-619.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | 0.0% |
| 7D | +0.1% | -2.1% | +2.3% | +0.9% |
| 30D | +6.2% | +2.1% | +4.1% | +5.3% |
| 3M | +12.4% | +11.4% | +1.0% | +7.8% |
| 6M | +9.0% | +3.9% | +5.1% | +6.9% |
| YTD | +52.2% | +7.7% | +44.5% | +47.0% |
| 1Y | +65.0% | +1.3% | +63.7% | +62.3% |
| 3Y | +78.8% | +7.2% | +71.7% | +66.9% |
| 5Y | +286.0% | -17.0% | +303.0% | +293.3% |
| 10Y | +420.7% | +131.6% | +289.1% | +194.2% |
| All | +326.9% | +946.8% | -619.9% | -15.4% |
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