+584.1%
AKAM vs CBRE
+2,234.5%
-1,650.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | -13.9% | -2.2% | -11.8% | -13.6% |
| 3M | -33.8% | +12.9% | -46.7% | -36.4% |
| 6M | +2.2% | +4.3% | -2.1% | +0.2% |
| YTD | +20.6% | -8.0% | +28.6% | +21.6% |
| 1Y | +36.3% | -8.6% | +44.9% | +37.5% |
| 3Y | -0.1% | +71.9% | -72.0% | -16.1% |
| 5Y | -7.5% | +50.0% | -57.5% | -20.5% |
| 10Y | +90.2% | +390.1% | -299.9% | +11.8% |
| All | +584.1% | +2,234.5% | -1,650.3% | +92.4% |
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