+20.7%
AKAM vs CF
+546.3%
-525.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -7.4% | -0.9% | -6.5% | -7.4% |
| 30D | -24.9% | +6.9% | -31.9% | -25.7% |
| 3M | -27.4% | +4.8% | -32.2% | -28.1% |
| 6M | -45.6% | +4.7% | -50.3% | -46.3% |
| YTD | -8.0% | +56.5% | -64.5% | -15.4% |
| 1Y | -4.1% | +48.4% | -52.5% | -11.2% |
| 3Y | -26.9% | +59.1% | -86.0% | -33.7% |
| 5Y | -26.6% | +109.5% | -136.1% | -38.2% |
| 10Y | +20.7% | +487.0% | -466.3% | -16.8% |
| All | +20.7% | +546.3% | -525.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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