-61.5%
CSGP vs AWK
+0.6%
-62.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.5% |
| 7D | +13.9% | +7.2% | +6.7% | +10.5% |
| 30D | +16.0% | +19.0% | -3.0% | +8.0% |
| 3M | +6.1% | +14.4% | -8.3% | +0.4% |
| 6M | -8.2% | +22.6% | -30.8% | -15.4% |
| YTD | -52.3% | +19.2% | -71.6% | -55.9% |
| 1Y | -54.5% | +19.6% | -74.1% | -58.0% |
| 3Y | -58.6% | +26.1% | -84.7% | -64.0% |
| 5Y | -61.5% | +0.1% | -61.6% | -64.2% |
| All | -61.5% | +0.6% | -62.1% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling