-44.7%
AKAM vs CI
+1,367.2%
-1,411.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.6% |
| 7D | -7.4% | +0.1% | -7.5% | -7.5% |
| 30D | -24.9% | +4.7% | -29.6% | -26.0% |
| 3M | -27.4% | +5.2% | -32.6% | -28.6% |
| 6M | -45.6% | +3.8% | -49.4% | -46.7% |
| YTD | -8.0% | +9.2% | -17.2% | -11.2% |
| 1Y | -4.1% | +14.3% | -18.4% | -8.7% |
| 3Y | -26.9% | +8.4% | -35.3% | -31.4% |
| 5Y | -26.6% | +50.0% | -76.6% | -38.4% |
| 10Y | +20.7% | +142.2% | -121.5% | -18.2% |
| All | -44.7% | +1,367.2% | -1,411.9% | -75.2% |
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