-2.3%
AKAM vs CFG
+99.7%
-102.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.1% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | -5.9% | -4.5% | -1.3% | -4.7% |
| 3M | -19.6% | +6.3% | -26.0% | -21.2% |
| 6M | +8.5% | +20.6% | -12.1% | +2.6% |
| YTD | +26.9% | +21.2% | +5.7% | +19.3% |
| 1Y | +41.7% | +38.2% | +3.5% | +28.2% |
| 3Y | +5.8% | +185.9% | -180.1% | -20.5% |
| 5Y | -2.3% | +97.0% | -99.3% | -23.6% |
| All | -2.3% | +99.7% | -102.0% | -23.6% |
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