+111.0%
CTAS vs AWK
-15.0%
+126.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | 0.0% | +2.2% | -2.2% | -0.9% |
| 30D | -1.0% | +4.4% | -5.4% | -2.7% |
| 3M | +15.8% | +15.4% | +0.4% | +9.5% |
| 6M | -1.0% | +3.5% | -4.5% | -2.6% |
| YTD | +7.4% | +9.8% | -2.4% | +3.0% |
| 1Y | -0.1% | +3.0% | -3.1% | -1.9% |
| 3Y | +66.3% | +9.7% | +56.6% | +56.2% |
| 5Y | +111.0% | -17.2% | +128.1% | +120.5% |
| All | +111.0% | -15.0% | +126.0% | +120.5% |
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 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