-54.9%
CSGP vs AWK
+19.1%
-74.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | -3.2% | +2.7% | -5.9% | -4.4% |
| 30D | +2.2% | +16.7% | -14.4% | -3.8% |
| 3M | -3.7% | +11.7% | -15.4% | -8.1% |
| 6M | -7.4% | +21.9% | -29.4% | -12.3% |
| YTD | -54.9% | +17.6% | -72.5% | -56.8% |
| 1Y | -54.9% | +19.8% | -74.7% | -57.2% |
| All | -54.9% | +19.1% | -74.0% | -57.2% |
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