-56.4%
CSGP vs AWK
+16.7%
-73.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | -6.1% | -3.2% | -2.9% | -4.5% |
| 30D | +0.3% | +13.5% | -13.1% | -4.4% |
| 3M | -1.3% | +9.4% | -10.7% | -4.9% |
| 6M | -8.9% | +16.4% | -25.3% | -12.9% |
| YTD | -55.2% | +15.4% | -70.7% | -56.7% |
| 1Y | -56.4% | +16.8% | -73.2% | -58.1% |
| All | -56.4% | +16.7% | -73.0% | -58.1% |
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