-62.8%
CSGP vs AWK
+10.2%
-73.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.1% | +1.7% | -5.8% | -4.6% |
| 30D | +2.3% | +5.6% | -3.3% | +0.8% |
| 3M | -8.2% | +15.9% | -24.0% | -11.5% |
| 6M | -35.1% | +4.6% | -39.6% | -36.0% |
| YTD | -54.0% | +10.1% | -64.1% | -55.3% |
| 1Y | -65.3% | +2.1% | -67.4% | -65.6% |
| All | -62.8% | +10.2% | -73.0% | -65.9% |
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