+32.3%
AKAM vs CMS
+136.3%
-104.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +11.2% | -1.3% | +12.5% | +11.5% |
| 30D | -13.4% | +5.3% | -18.6% | -14.6% |
| 3M | -29.5% | -0.3% | -29.2% | -29.5% |
| 6M | -42.1% | -4.0% | -38.1% | -41.9% |
| YTD | -0.8% | +2.1% | -2.9% | -2.4% |
| 1Y | -3.9% | -4.7% | +0.8% | -3.5% |
| 3Y | -21.9% | +36.8% | -58.7% | -30.1% |
| 5Y | -22.4% | +34.9% | -57.2% | -30.7% |
| All | +32.3% | +136.3% | -104.0% | +11.9% |
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