+462.8%
AKAM vs CBRE
+1,992.7%
-1,529.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +11.2% | -2.8% | +14.0% | +12.0% |
| 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% | -1.7% |
| 3Y | -21.9% | +80.4% | -102.2% | -35.4% |
| 5Y | -22.4% | +25.9% | -48.3% | -30.3% |
| 10Y | +32.3% | +379.5% | -347.3% | -22.0% |
| All | +462.8% | +1,992.7% | -1,529.9% | +62.3% |
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