+101.1%
AKAM vs CDW
+300.6%
-199.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.2% | -2.9% |
| 7D | +1.5% | +0.9% | +0.6% | +1.0% |
| 30D | -13.0% | +13.1% | -26.1% | -16.8% |
| 3M | -19.4% | +19.7% | -39.0% | -24.8% |
| 6M | +0.3% | +30.7% | -30.4% | -11.2% |
| YTD | +22.4% | +14.7% | +7.7% | +12.9% |
| 1Y | +34.8% | -5.3% | +40.2% | +33.5% |
| 3Y | +1.9% | -23.8% | +25.8% | +7.8% |
| 5Y | -4.6% | -16.8% | +12.2% | -4.6% |
| All | +101.1% | +300.6% | -199.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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