+19.4%
AKAM vs CMI
+10.9%
+8.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | +1.4% |
| 7D | -12.4% | -11.2% | -1.2% | -8.5% |
| 30D | -20.4% | -9.8% | -10.6% | -17.4% |
| 3M | -30.3% | -25.5% | -4.8% | -22.8% |
| 6M | -18.8% | -27.7% | +8.9% | -9.4% |
| YTD | -1.5% | -6.6% | +5.1% | -0.3% |
| 1Y | +19.4% | +11.7% | +7.7% | +12.3% |
| All | +19.4% | +10.9% | +8.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling