-4.5%
AKAM vs CAH
+393.5%
-398.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.5% | -5.1% | +6.6% | +2.2% |
| 30D | -13.0% | +0.2% | -13.2% | -13.1% |
| 3M | -19.4% | +6.3% | -25.7% | -20.2% |
| 6M | +0.3% | +9.4% | -9.1% | -1.1% |
| YTD | +22.4% | +15.0% | +7.4% | +18.9% |
| 1Y | +34.8% | +55.4% | -20.6% | +22.8% |
| 3Y | +1.9% | +173.8% | -171.9% | -19.3% |
| All | -4.5% | +393.5% | -398.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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