+367.6%
CVX vs AWK
+1,037.8%
-670.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -0.8% | +15.5% | -16.3% | -6.0% |
| 3M | +9.4% | +10.0% | -0.6% | +5.4% |
| 6M | +17.5% | +20.4% | -2.9% | +9.2% |
| YTD | +43.8% | +17.1% | +26.8% | +34.4% |
| 1Y | +41.9% | +18.3% | +23.6% | +31.9% |
| 3Y | +69.1% | +30.4% | +38.8% | +47.2% |
| 5Y | +128.3% | -2.7% | +131.0% | +119.0% |
| 10Y | +204.9% | +154.7% | +50.2% | +77.3% |
| All | +367.6% | +1,037.8% | -670.1% | +10.6% |
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 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