+65.1%
CSGP vs AWK
+152.9%
-87.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.2% |
| 7D | -3.2% | +2.7% | -5.9% | -4.3% |
| 30D | +2.2% | +16.7% | -14.4% | -3.9% |
| 3M | -3.7% | +11.7% | -15.4% | -7.8% |
| 6M | -7.4% | +21.9% | -29.4% | -14.5% |
| YTD | -54.9% | +17.6% | -72.5% | -58.0% |
| 1Y | -54.9% | +19.8% | -74.7% | -58.3% |
| 3Y | -61.9% | +31.0% | -92.9% | -67.0% |
| 5Y | -63.1% | -3.0% | -60.1% | -63.9% |
| 10Y | +65.1% | +156.8% | -91.6% | +32.0% |
| All | +65.1% | +152.9% | -87.8% | +32.0% |
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