+75.7%
CTVA vs AWK
+9.9%
+65.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | +11.1% | +4.3% | +6.8% | +9.8% |
| 3M | +13.2% | +12.5% | +0.7% | +10.1% |
| 6M | +8.7% | +3.3% | +5.4% | +7.7% |
| YTD | +27.3% | +9.8% | +17.5% | +24.3% |
| 1Y | +18.0% | +2.9% | +15.1% | +16.9% |
| All | +75.7% | +9.9% | +65.8% | +66.5% |
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 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