+101.8%
AKAM vs CMS
+120.6%
-18.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | -8.2% | -2.8% | -5.4% | -7.5% |
| 3M | -17.6% | -7.1% | -10.4% | -16.3% |
| 6M | +2.5% | -10.0% | +12.6% | +4.7% |
| YTD | +22.8% | -0.9% | +23.7% | +21.9% |
| 1Y | +39.6% | -2.0% | +41.6% | +39.0% |
| 3Y | +2.3% | +33.0% | -30.7% | -7.6% |
| 5Y | -4.3% | +24.3% | -28.6% | -12.4% |
| All | +101.8% | +120.6% | -18.8% | +73.8% |
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