+20.7%
AKAM vs CMS
+127.7%
-107.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -7.4% | -0.9% | -6.5% | -7.2% |
| 30D | -24.9% | +7.1% | -32.0% | -26.3% |
| 3M | -27.4% | -1.3% | -26.1% | -27.3% |
| 6M | -45.6% | -2.7% | -43.0% | -45.6% |
| YTD | -8.0% | +2.6% | -10.6% | -9.6% |
| 1Y | -4.1% | -2.0% | -2.1% | -4.5% |
| 3Y | -26.9% | +39.6% | -66.5% | -34.9% |
| 5Y | -26.6% | +35.3% | -61.9% | -34.5% |
| 10Y | +20.7% | +132.3% | -111.7% | +2.3% |
| All | +20.7% | +127.7% | -107.0% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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