+261.9%
CVS vs AWK
+969.7%
-707.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +4.0% | +1.7% | +2.2% | +3.3% |
| 30D | -2.4% | +5.6% | -8.0% | -4.3% |
| 3M | +2.7% | +15.9% | -13.2% | -2.8% |
| 6M | +21.9% | +4.6% | +17.3% | +19.4% |
| YTD | +24.7% | +10.1% | +14.7% | +19.8% |
| 1Y | +35.4% | +2.1% | +33.3% | +33.4% |
| 3Y | +65.2% | +9.8% | +55.3% | +55.4% |
| 5Y | +30.5% | -15.4% | +45.9% | +33.6% |
| 10Y | +40.4% | +129.4% | -89.0% | -5.4% |
| All | +261.9% | +969.7% | -707.8% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling