-46.9%
CPNG vs AWK
+20.7%
-67.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.8% | +12.5% |
| 7D | +20.8% | +7.0% | +13.8% | +23.1% |
| 30D | +20.1% | +17.0% | +3.0% | +26.2% |
| 3M | +1.6% | +12.4% | -10.8% | +5.5% |
| 6M | -15.8% | +19.6% | -35.4% | -10.0% |
| YTD | -27.7% | +17.0% | -44.8% | -22.2% |
| 1Y | -46.9% | +20.0% | -66.9% | -42.1% |
| All | -46.9% | +20.7% | -67.6% | -42.1% |
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