-27.5%
AKAM vs CAG
+114.0%
-141.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -2.1% | -3.8% | +1.7% | -1.2% |
| 30D | -13.9% | +3.1% | -17.1% | -14.7% |
| 3M | -33.8% | +23.5% | -57.3% | -37.6% |
| 6M | +2.2% | -14.8% | +17.0% | +5.3% |
| YTD | +20.6% | -5.4% | +26.0% | +20.7% |
| 1Y | +36.3% | -11.8% | +48.1% | +38.7% |
| 3Y | -0.1% | -36.7% | +36.5% | +8.7% |
| 5Y | -7.5% | -40.3% | +32.7% | +1.1% |
| 10Y | +90.2% | -37.0% | +127.2% | +96.4% |
| All | -27.5% | +114.0% | -141.5% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling