-23.4%
AKAM vs CF
+57.7%
-81.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.1% | +6.7% |
| 7D | -10.4% | -3.2% | -7.2% | -10.1% |
| 30D | -20.6% | +4.3% | -24.9% | -20.8% |
| 3M | -29.9% | +2.8% | -32.7% | -30.1% |
| 6M | -31.9% | +0.6% | -32.5% | -32.3% |
| YTD | -4.8% | +56.6% | -61.4% | -13.0% |
| 1Y | +13.8% | +49.6% | -35.8% | +4.9% |
| 3Y | -23.4% | +61.5% | -84.9% | -32.0% |
| All | -23.4% | +57.7% | -81.1% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling