-53.3%
CSGP vs AWK
+20.7%
-74.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +2.9% |
| 7D | +18.3% | +7.0% | +11.3% | +14.6% |
| 30D | +17.8% | +17.0% | +0.7% | +10.7% |
| 3M | +9.3% | +12.4% | -3.1% | +4.1% |
| 6M | -7.9% | +19.6% | -27.5% | -12.8% |
| YTD | -51.5% | +17.0% | -68.6% | -53.7% |
| 1Y | -53.3% | +20.0% | -73.3% | -56.0% |
| All | -53.3% | +20.7% | -74.0% | -56.0% |
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