+36.1%
AKAM vs CFG
+358.2%
-322.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -21.7% | +2.8% | -24.5% | -22.1% |
| 3M | -28.8% | -10.1% | -18.8% | -27.4% |
| 6M | -43.3% | +3.2% | -46.5% | -43.9% |
| YTD | -4.1% | +14.2% | -18.2% | -7.0% |
| 1Y | -3.9% | +27.4% | -31.3% | -8.9% |
| 3Y | -24.4% | +187.6% | -212.0% | -38.2% |
| 5Y | -23.8% | +65.7% | -89.5% | -33.1% |
| 10Y | +26.4% | +219.7% | -193.3% | -6.5% |
| All | +36.1% | +358.2% | -322.1% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling