-27.5%
AKAM vs CI
+1,294.5%
-1,322.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -13.9% | +4.4% | -18.4% | -15.1% |
| 3M | -33.8% | +0.7% | -34.5% | -34.3% |
| 6M | +2.2% | +0.3% | +1.8% | +1.5% |
| YTD | +20.6% | +3.8% | +16.8% | +18.4% |
| 1Y | +36.3% | -5.5% | +41.8% | +36.2% |
| 3Y | -0.1% | +8.1% | -8.2% | -6.2% |
| 5Y | -7.5% | +42.8% | -50.3% | -21.2% |
| 10Y | +90.2% | +143.9% | -53.7% | +28.5% |
| All | -27.5% | +1,294.5% | -1,322.1% | -66.9% |
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