+146.5%
AKAM vs CDW
+903.1%
-756.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.1% | +3.2% | -5.3% | -3.2% |
| 30D | -13.9% | +9.3% | -23.2% | -16.6% |
| 3M | -33.8% | +9.8% | -43.6% | -36.4% |
| 6M | +2.2% | +23.3% | -21.2% | -7.7% |
| YTD | +20.6% | +13.7% | +6.9% | +11.5% |
| 1Y | +36.3% | -6.5% | +42.8% | +35.4% |
| 3Y | -0.1% | -25.2% | +25.1% | +6.4% |
| 5Y | -7.5% | -19.5% | +11.9% | -6.4% |
| 10Y | +90.2% | +285.8% | -195.6% | -3.0% |
| All | +146.5% | +903.1% | -756.6% | 0.0% |
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