+216.7%
CTVA vs AWK
+39.9%
+176.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -4.5% | -2.1% | -2.4% | -3.8% |
| 30D | +11.3% | +2.1% | +9.3% | +10.5% |
| 3M | +12.3% | +11.4% | +0.9% | +8.5% |
| 6M | +7.2% | +3.9% | +3.3% | +5.6% |
| YTD | +26.0% | +7.7% | +18.3% | +22.5% |
| 1Y | +16.0% | +1.3% | +14.7% | +15.0% |
| 3Y | +73.9% | +7.2% | +66.7% | +66.1% |
| 5Y | +103.8% | -17.0% | +120.8% | +111.0% |
| All | +216.7% | +39.9% | +176.8% | +184.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling