+216.2%
AKAM vs CG
+351.2%
-135.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -2.1% | -4.3% | +2.2% | -0.8% |
| 30D | -13.9% | -5.1% | -8.9% | -12.7% |
| 3M | -33.8% | +8.7% | -42.5% | -35.6% |
| 6M | +2.2% | -9.2% | +11.4% | +4.6% |
| YTD | +20.6% | -18.9% | +39.5% | +26.8% |
| 1Y | +36.3% | -25.6% | +61.9% | +46.4% |
| 3Y | -0.1% | +57.3% | -57.4% | -15.9% |
| 5Y | -7.5% | +10.2% | -17.7% | -17.2% |
| 10Y | +90.2% | +364.2% | -274.0% | +0.9% |
| All | +216.2% | +351.2% | -135.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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