-4.3%
AKAM vs CAG
-42.8%
+38.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -3.1% |
| 7D | +0.6% | -5.9% | +6.5% | +1.1% |
| 30D | -8.2% | -1.5% | -6.6% | -8.2% |
| 3M | -17.6% | +11.5% | -29.0% | -18.8% |
| 6M | +2.5% | -15.7% | +18.2% | +5.0% |
| YTD | +22.8% | -10.2% | +33.0% | +24.2% |
| 1Y | +39.6% | -18.1% | +57.6% | +43.0% |
| 3Y | +2.3% | -39.4% | +41.7% | +7.9% |
| 5Y | -4.3% | -42.6% | +38.3% | -0.4% |
| All | -4.3% | -42.8% | +38.5% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling