+42.2%
CVX vs AWK
+9.6%
+32.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.6% | +2.2% | -2.8% | -0.7% |
| 30D | +13.4% | +4.4% | +9.0% | +13.1% |
| 3M | +11.8% | +15.4% | -3.5% | +10.8% |
| 6M | +12.4% | +3.5% | +8.9% | +12.1% |
| YTD | +41.5% | +9.8% | +31.7% | +40.6% |
| 1Y | +41.6% | +3.0% | +38.6% | +41.2% |
| 3Y | +42.2% | +9.7% | +32.6% | +34.2% |
| All | +42.2% | +9.6% | +32.6% | +34.2% |
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