-26.9%
AKAM vs CFG
+182.2%
-209.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.3% |
| 7D | -7.4% | +0.3% | -7.6% | -7.4% |
| 30D | -24.9% | +3.2% | -28.2% | -25.6% |
| 3M | -27.4% | -9.7% | -17.7% | -25.1% |
| 6M | -45.6% | +3.6% | -49.3% | -46.6% |
| YTD | -8.0% | +14.7% | -22.7% | -13.5% |
| 1Y | -4.1% | +29.6% | -33.7% | -13.9% |
| 3Y | -26.9% | +190.6% | -217.4% | -44.4% |
| All | -26.9% | +182.2% | -209.1% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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