+60.0%
CSGP vs AWK
+157.1%
-97.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +2.8% | +14.3% | -11.4% | -2.5% |
| 3M | -6.3% | +10.3% | -16.6% | -9.9% |
| 6M | -3.2% | +18.9% | -22.1% | -9.7% |
| YTD | -54.0% | +17.7% | -71.7% | -57.1% |
| 1Y | -54.8% | +16.9% | -71.7% | -57.8% |
| 3Y | -60.6% | +32.2% | -92.8% | -66.0% |
| 5Y | -62.6% | -2.2% | -60.5% | -63.6% |
| All | +60.0% | +157.1% | -97.0% | +26.0% |
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 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