+32.3%
AKAM vs CBRE
+376.9%
-344.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +11.2% | -2.8% | +14.0% | +11.9% |
| 30D | -13.4% | +2.2% | -15.6% | -14.2% |
| 3M | -29.5% | -10.1% | -19.4% | -27.9% |
| 6M | -42.1% | -8.0% | -34.1% | -41.5% |
| YTD | -0.8% | -17.6% | +16.8% | +2.6% |
| 1Y | -3.9% | -14.7% | +10.8% | -1.6% |
| 3Y | -21.9% | +80.4% | -102.2% | -35.3% |
| 5Y | -22.4% | +25.9% | -48.3% | -31.0% |
| All | +32.3% | +376.9% | -344.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling