+32.3%
AKAM vs CF
+478.3%
-446.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +11.2% | +5.4% | +5.8% | +10.5% |
| 30D | -13.4% | +6.5% | -19.9% | -14.2% |
| 3M | -29.5% | +4.6% | -34.1% | -30.2% |
| 6M | -42.1% | -3.3% | -38.8% | -42.2% |
| YTD | -0.8% | +63.9% | -64.7% | -9.4% |
| 1Y | -3.9% | +50.4% | -54.4% | -11.1% |
| 3Y | -21.9% | +68.2% | -90.1% | -29.7% |
| 5Y | -22.4% | +113.8% | -136.2% | -34.8% |
| All | +32.3% | +478.3% | -446.0% | -10.1% |
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