+102.8%
AKAM vs CDW
+1,037.5%
-934.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +11.2% | +9.1% | +2.1% | +7.8% |
| 30D | -13.4% | +13.7% | -27.1% | -17.3% |
| 3M | -29.5% | +27.0% | -56.5% | -35.6% |
| 6M | -42.1% | +75.9% | -118.0% | -53.3% |
| YTD | -0.8% | +28.9% | -29.7% | -12.7% |
| 1Y | -3.9% | +19.6% | -23.5% | -13.0% |
| 3Y | -21.9% | -14.6% | -7.2% | -20.9% |
| 5Y | -22.4% | -3.2% | -19.2% | -26.8% |
| 10Y | +32.3% | +321.3% | -289.1% | -34.8% |
| All | +102.8% | +1,037.5% | -934.7% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling