+48.3%
CVS vs AWK
+29.7%
+18.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +10.4% | -2.6% | +13.0% | +10.9% |
| 30D | +3.3% | +14.2% | -10.9% | +0.7% |
| 3M | -4.5% | +10.0% | -14.6% | -6.3% |
| 6M | -4.4% | +17.1% | -21.5% | -7.3% |
| YTD | +16.6% | +16.1% | +0.5% | +13.0% |
| 1Y | +15.3% | +17.5% | -2.2% | +11.4% |
| All | +48.3% | +29.7% | +18.6% | +42.5% |
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