-46.8%
CPNG vs AWK
+1.8%
-48.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.5% |
| 7D | -7.4% | +1.7% | -9.2% | -6.8% |
| 30D | -4.4% | +5.6% | -10.0% | -2.3% |
| 3M | -7.5% | +15.9% | -23.4% | -1.0% |
| 6M | -19.9% | +4.6% | -24.5% | -18.5% |
| YTD | -35.2% | +10.1% | -45.2% | -31.3% |
| 1Y | -46.8% | +2.1% | -48.9% | -45.8% |
| All | -46.8% | +1.8% | -48.6% | -45.8% |
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 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