+5.7%
AKAM vs CBRE
+63.2%
-57.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.3% |
| 7D | +5.4% | -1.7% | +7.1% | +5.7% |
| 30D | -5.9% | -3.0% | -2.9% | -5.4% |
| 3M | -19.6% | +2.6% | -22.3% | -20.7% |
| 6M | +8.5% | +2.0% | +6.5% | +6.8% |
| YTD | +26.9% | -13.1% | +40.1% | +30.2% |
| 1Y | +41.7% | -13.8% | +55.5% | +45.4% |
| All | +5.7% | +63.2% | -57.4% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling