-53.4%
CPNG vs AWK
+1.9%
-55.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +2.5% |
| 7D | -1.1% | -2.1% | +1.0% | -1.9% |
| 30D | -7.4% | +2.1% | -9.4% | -6.7% |
| 3M | -12.3% | +11.4% | -23.7% | -8.1% |
| 6M | -19.4% | +3.9% | -23.4% | -18.1% |
| YTD | -35.9% | +7.7% | -43.6% | -32.9% |
| 1Y | -53.4% | +1.3% | -54.7% | -52.1% |
| All | -53.4% | +1.9% | -55.3% | -52.1% |
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