+60.4%
CVS vs AWK
+157.1%
-96.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +6.6% | +0.1% | +6.4% | +6.5% |
| 30D | -0.4% | +14.3% | -14.7% | -4.8% |
| 3M | -5.3% | +10.3% | -15.6% | -8.4% |
| 6M | -7.7% | +18.9% | -26.7% | -13.2% |
| YTD | +16.0% | +17.7% | -1.7% | +9.2% |
| 1Y | +16.2% | +16.9% | -0.6% | +9.6% |
| 3Y | +47.6% | +32.2% | +15.4% | +30.8% |
| 5Y | +12.3% | -2.2% | +14.5% | +9.6% |
| All | +60.4% | +157.1% | -96.6% | +23.5% |
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 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