+111.0%
AKAM vs CF
+599.7%
-488.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +4.5% |
| 7D | +5.4% | -0.8% | +6.2% | +5.5% |
| 30D | -5.9% | +14.3% | -20.1% | -7.6% |
| 3M | -19.6% | +27.9% | -47.5% | -22.4% |
| 6M | +8.5% | +25.5% | -17.1% | +4.0% |
| YTD | +26.9% | +81.2% | -54.3% | +14.8% |
| 1Y | +41.7% | +66.5% | -24.8% | +29.7% |
| 3Y | +5.8% | +76.7% | -70.9% | -5.1% |
| 5Y | -2.3% | +237.8% | -240.2% | -23.3% |
| 10Y | +111.0% | +619.9% | -508.9% | +43.8% |
| All | +111.0% | +599.7% | -488.7% | +43.8% |
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