+36.1%
AKAM vs CAI
-11.0%
+47.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +0.6% | -5.1% | +5.6% | +0.1% |
| 30D | -8.2% | +3.9% | -12.1% | -7.7% |
| 3M | -17.6% | +40.1% | -57.7% | -14.6% |
| 6M | +2.5% | +29.7% | -27.1% | +5.1% |
| YTD | +22.8% | -10.9% | +33.7% | +29.4% |
| 1Y | +39.6% | -28.0% | +67.6% | +48.4% |
| All | +36.1% | -11.0% | +47.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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