+41.0%
CVS vs AWK
+135.6%
-94.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -2.0% | -0.7% | -1.2% | -1.7% |
| 30D | +1.9% | +2.8% | -0.9% | +1.0% |
| 3M | -2.2% | +11.3% | -13.5% | -5.7% |
| 6M | +26.7% | +6.7% | +20.0% | +23.6% |
| YTD | +22.9% | +9.4% | +13.5% | +18.7% |
| 1Y | +32.9% | +3.7% | +29.2% | +30.4% |
| 3Y | +62.3% | +9.2% | +53.1% | +53.9% |
| 5Y | +34.2% | -15.7% | +49.9% | +37.8% |
| All | +41.0% | +135.6% | -94.7% | +14.0% |
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