-40.3%
AKAM vs CMS
+334.8%
-375.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.6% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | -14.7% | +6.6% | -21.3% | -17.1% |
| 3M | -25.7% | +0.8% | -26.5% | -26.2% |
| 6M | -43.4% | -3.3% | -40.0% | -43.1% |
| YTD | -0.7% | +2.7% | -3.4% | -3.1% |
| 1Y | -4.3% | -4.0% | -0.3% | -4.1% |
| 3Y | -21.7% | +37.6% | -59.3% | -33.2% |
| 5Y | -20.7% | +35.4% | -56.2% | -32.8% |
| 10Y | +32.4% | +136.0% | -103.6% | -15.3% |
| All | -40.3% | +334.8% | -375.1% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling