+34.8%
AKAM vs CAG
-18.8%
+53.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.4% |
| 7D | +1.5% | -5.7% | +7.2% | +1.0% |
| 30D | -13.0% | -2.4% | -10.6% | -13.3% |
| 3M | -19.4% | +9.8% | -29.2% | -19.5% |
| 6M | +0.3% | -10.8% | +11.1% | +3.3% |
| YTD | +22.4% | -10.8% | +33.2% | +24.3% |
| 1Y | +34.8% | -19.0% | +53.8% | +36.1% |
| All | +34.8% | -18.8% | +53.6% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling