+65.2%
CSGP vs AWK
+158.1%
-92.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.1% |
| 7D | +1.3% | +4.1% | -2.8% | -0.4% |
| 30D | +10.7% | +18.0% | -7.3% | +3.6% |
| 3M | +3.3% | +12.2% | -8.9% | -1.3% |
| 6M | -10.3% | +21.2% | -31.6% | -16.9% |
| YTD | -54.6% | +17.6% | -72.1% | -57.6% |
| 1Y | -54.6% | +19.2% | -73.9% | -58.0% |
| 3Y | -60.3% | +26.7% | -87.1% | -65.1% |
| 5Y | -63.3% | -1.3% | -62.0% | -64.3% |
| All | +65.2% | +158.1% | -92.8% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling