+299.5%
COP vs AWK
+1,043.1%
-743.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | -6.1% | +2.7% | -8.8% | -6.9% |
| 30D | +1.1% | +16.7% | -15.6% | -3.9% |
| 3M | +10.9% | +11.7% | -0.8% | +6.8% |
| 6M | +20.8% | +21.9% | -1.1% | +12.7% |
| YTD | +48.0% | +17.6% | +30.4% | +39.3% |
| 1Y | +58.5% | +19.8% | +38.7% | +48.2% |
| 3Y | +28.1% | +31.0% | -2.8% | +12.8% |
| 5Y | +120.5% | -3.0% | +123.4% | +112.7% |
| 10Y | +310.1% | +156.8% | +153.3% | +141.1% |
| All | +299.5% | +1,043.1% | -743.6% | -6.5% |
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