-60.3%
CSGP vs AWK
+24.3%
-84.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.2% |
| 7D | +1.3% | +4.1% | -2.8% | -0.1% |
| 30D | +10.7% | +18.0% | -7.3% | +5.5% |
| 3M | +3.3% | +12.2% | -8.9% | -0.2% |
| 6M | -10.3% | +21.2% | -31.6% | -14.7% |
| YTD | -54.6% | +17.6% | -72.1% | -56.6% |
| 1Y | -54.6% | +19.2% | -73.9% | -56.9% |
| 3Y | -60.3% | +26.7% | -87.1% | -64.5% |
| All | -60.3% | +24.3% | -84.6% | -64.5% |
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