+44.1%
CSGP vs AWK
+129.0%
-84.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.1% | +1.7% | -5.8% | -4.8% |
| 30D | +2.3% | +5.6% | -3.3% | +0.1% |
| 3M | -8.2% | +15.9% | -24.0% | -13.4% |
| 6M | -35.1% | +4.6% | -39.6% | -36.4% |
| YTD | -54.0% | +10.1% | -64.1% | -56.0% |
| 1Y | -65.3% | +2.1% | -67.4% | -65.8% |
| 3Y | -62.6% | +9.8% | -72.4% | -65.1% |
| 5Y | -64.8% | -15.4% | -49.5% | -63.6% |
| All | +44.1% | +129.0% | -84.9% | +14.3% |
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