+78.3%
CSX vs AWK
+31.5%
+46.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.9% |
| 7D | +6.0% | +0.1% | +5.8% | +5.9% |
| 30D | +7.8% | +14.3% | -6.5% | +5.6% |
| 3M | +4.1% | +10.3% | -6.2% | +2.4% |
| 6M | +17.9% | +18.9% | -1.0% | +14.8% |
| YTD | +44.9% | +17.7% | +27.2% | +41.1% |
| 1Y | +51.1% | +16.9% | +34.3% | +47.3% |
| 3Y | +78.3% | +32.2% | +46.1% | +64.8% |
| All | +78.3% | +31.5% | +46.8% | +64.8% |
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