-2.3%
AKAM vs CMS
+23.1%
-25.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | -5.9% | -1.3% | -4.6% | -5.6% |
| 3M | -19.6% | -5.4% | -14.3% | -19.0% |
| 6M | +8.5% | -10.3% | +18.8% | +10.6% |
| YTD | +26.9% | -0.2% | +27.2% | +25.3% |
| 1Y | +41.7% | -0.9% | +42.6% | +40.3% |
| 3Y | +5.8% | +34.0% | -28.2% | -4.9% |
| 5Y | -2.3% | +23.6% | -25.9% | -9.3% |
| All | -2.3% | +23.1% | -25.4% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling