-42.3%
AKAM vs CI
+1,404.6%
-1,446.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.7% | +3.6% |
| 7D | -3.3% | +2.6% | -5.9% | -4.0% |
| 30D | -21.7% | +7.3% | -29.1% | -23.4% |
| 3M | -28.8% | +9.5% | -38.3% | -30.8% |
| 6M | -43.3% | +6.4% | -49.8% | -44.8% |
| YTD | -4.1% | +12.0% | -16.1% | -8.0% |
| 1Y | -3.9% | +20.1% | -24.0% | -9.7% |
| 3Y | -24.4% | +9.6% | -34.0% | -29.3% |
| 5Y | -23.8% | +52.7% | -76.5% | -36.3% |
| 10Y | +26.4% | +150.3% | -123.9% | -15.1% |
| All | -42.3% | +1,404.6% | -1,446.9% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling