+5.7%
AKAM vs CAG
-37.6%
+43.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.8% | +4.9% |
| 7D | +5.4% | -6.6% | +12.0% | +5.5% |
| 30D | -5.9% | +2.3% | -8.2% | -6.0% |
| 3M | -19.6% | +16.3% | -35.9% | -20.6% |
| 6M | +8.5% | -16.0% | +24.5% | +11.3% |
| YTD | +26.9% | -7.7% | +34.6% | +28.3% |
| 1Y | +41.7% | -16.0% | +57.7% | +44.5% |
| All | +5.7% | -37.6% | +43.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling