+27.9%
AKAM vs CDW
+329.0%
-301.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.3% |
| 7D | -3.3% | +13.1% | -16.3% | -7.4% |
| 30D | -21.7% | +19.1% | -40.9% | -26.4% |
| 3M | -28.8% | +24.7% | -53.6% | -34.4% |
| 6M | -43.3% | +63.4% | -106.7% | -52.8% |
| YTD | -4.1% | +26.3% | -30.4% | -14.6% |
| 1Y | -3.9% | +20.6% | -24.5% | -13.1% |
| 3Y | -24.4% | -16.3% | -8.1% | -22.8% |
| 5Y | -23.8% | -3.9% | -19.8% | -27.7% |
| All | +27.9% | +329.0% | -301.1% | -31.3% |
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