+0.9%
AKAM vs CDW
-29.2%
+30.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +1.7% |
| 7D | -0.8% | -3.9% | +3.1% | +0.2% |
| 30D | -4.5% | +6.9% | -11.4% | -6.2% |
| 3M | -25.6% | +7.7% | -33.2% | -27.4% |
| 6M | +5.7% | +18.3% | -12.6% | -1.1% |
| YTD | +21.0% | +7.8% | +13.3% | +16.6% |
| 1Y | +33.9% | -12.2% | +46.1% | +40.5% |
| 3Y | +0.9% | -28.9% | +29.8% | +8.6% |
| All | +0.9% | -29.2% | +30.1% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling