-26.6%
AKAM vs CFG
+68.3%
-94.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.1% |
| 7D | -7.4% | +0.3% | -7.6% | -7.4% |
| 30D | -24.9% | +3.2% | -28.2% | -25.5% |
| 3M | -27.4% | -9.7% | -17.7% | -25.4% |
| 6M | -45.6% | +3.6% | -49.3% | -46.5% |
| YTD | -8.0% | +14.7% | -22.7% | -12.3% |
| 1Y | -4.1% | +29.6% | -33.7% | -11.8% |
| 3Y | -26.9% | +190.6% | -217.4% | -45.1% |
| 5Y | -26.6% | +67.1% | -93.6% | -40.8% |
| All | -26.6% | +68.3% | -94.9% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling