-58.4%
CSGP vs AWK
+26.1%
-84.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.3% |
| 7D | +13.9% | +7.2% | +6.7% | +11.3% |
| 30D | +16.0% | +19.0% | -3.0% | +10.1% |
| 3M | +6.1% | +14.4% | -8.3% | +1.9% |
| 6M | -8.2% | +22.6% | -30.8% | -13.1% |
| YTD | -52.3% | +19.2% | -71.6% | -54.7% |
| 1Y | -54.5% | +19.6% | -74.1% | -56.9% |
| All | -58.4% | +26.1% | -84.5% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling