+455.3%
AKAM vs CBRE
+2,001.9%
-1,546.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | +2.8% | -1.8% | +4.5% | +3.2% |
| 30D | -6.9% | +3.3% | -10.2% | -8.0% |
| 3M | -31.8% | -12.4% | -19.5% | -29.8% |
| 6M | -47.0% | -5.4% | -41.6% | -46.8% |
| YTD | -2.1% | -17.2% | +15.1% | +1.1% |
| 1Y | -3.7% | -13.1% | +9.4% | -1.9% |
| 3Y | -23.0% | +81.6% | -104.6% | -36.5% |
| 5Y | -23.4% | +26.4% | -49.8% | -31.3% |
| 10Y | +30.5% | +381.6% | -351.1% | -23.1% |
| All | +455.3% | +2,001.9% | -1,546.6% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling