+13.0%
CVS vs AWK
-2.4%
+15.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | +6.6% | +0.1% | +6.4% | +6.5% |
| 30D | -0.4% | +14.3% | -14.7% | -4.1% |
| 3M | -5.3% | +10.3% | -15.6% | -7.9% |
| 6M | -7.7% | +18.9% | -26.7% | -12.2% |
| YTD | +16.0% | +17.7% | -1.7% | +10.4% |
| 1Y | +16.2% | +16.9% | -0.6% | +10.7% |
| 3Y | +47.6% | +32.2% | +15.4% | +32.8% |
| All | +13.0% | -2.4% | +15.4% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling