-54.8%
CSGP vs AWK
+19.4%
-74.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +2.8% | +14.3% | -11.4% | -2.7% |
| 3M | -6.3% | +10.3% | -16.6% | -10.4% |
| 6M | -3.2% | +18.9% | -22.1% | -8.4% |
| YTD | -54.0% | +17.7% | -71.7% | -55.9% |
| 1Y | -54.8% | +16.9% | -71.7% | -56.8% |
| All | -54.8% | +19.4% | -74.3% | -56.8% |
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