+111.0%
AKAM vs CI
+143.6%
-32.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.0% | +4.7% |
| 7D | +5.4% | -1.1% | +6.5% | +5.6% |
| 30D | -5.9% | +0.5% | -6.3% | -6.0% |
| 3M | -19.6% | -5.2% | -14.5% | -19.0% |
| 6M | +8.5% | +4.3% | +4.1% | +7.2% |
| YTD | +26.9% | +2.8% | +24.2% | +25.6% |
| 1Y | +41.7% | -5.8% | +47.5% | +41.8% |
| 3Y | +5.8% | +4.7% | +1.1% | +2.1% |
| 5Y | -2.3% | +42.7% | -45.0% | -13.0% |
| 10Y | +111.0% | +141.0% | -30.0% | +65.0% |
| All | +111.0% | +143.6% | -32.6% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling