+128.3%
CVX vs AWK
-3.5%
+131.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -0.8% | +15.5% | -16.3% | -2.3% |
| 3M | +9.4% | +10.0% | -0.6% | +8.2% |
| 6M | +17.5% | +20.4% | -2.9% | +15.1% |
| YTD | +43.8% | +17.1% | +26.8% | +41.2% |
| 1Y | +41.9% | +18.3% | +23.6% | +39.1% |
| 3Y | +69.1% | +30.4% | +38.8% | +61.5% |
| 5Y | +128.3% | -2.7% | +131.0% | +112.6% |
| All | +128.3% | -3.5% | +131.8% | +112.6% |
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