+101.1%
AKAM vs CAG
-36.2%
+137.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.5% | -5.7% | +7.2% | +2.5% |
| 30D | -13.0% | -2.4% | -10.6% | -12.8% |
| 3M | -19.4% | +9.8% | -29.2% | -21.2% |
| 6M | +0.3% | -10.8% | +11.1% | +2.0% |
| YTD | +22.4% | -10.8% | +33.2% | +23.9% |
| 1Y | +34.8% | -19.0% | +53.8% | +39.1% |
| 3Y | +1.9% | -39.7% | +41.6% | +10.1% |
| 5Y | -4.6% | -43.0% | +38.4% | +3.4% |
| All | +101.1% | -36.2% | +137.3% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling