+238.3%
CVS vs AWK
+1,028.7%
-790.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +10.4% | -2.6% | +13.0% | +11.4% |
| 30D | +3.3% | +14.2% | -10.9% | -1.6% |
| 3M | -4.5% | +10.0% | -14.6% | -7.9% |
| 6M | -4.4% | +17.1% | -21.5% | -10.1% |
| YTD | +16.6% | +16.1% | +0.5% | +9.6% |
| 1Y | +15.3% | +17.5% | -2.2% | +7.8% |
| 3Y | +48.6% | +29.3% | +19.2% | +31.4% |
| 5Y | +12.9% | -3.5% | +16.4% | +10.1% |
| 10Y | +63.2% | +152.7% | -89.5% | +6.0% |
| All | +238.3% | +1,028.7% | -790.4% | +7.5% |
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 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