+103.5%
AKAM vs CNH
+64.7%
+38.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -2.1% |
| 7D | -2.1% | +23.3% | -25.4% | -7.0% |
| 30D | -13.9% | +33.5% | -47.4% | -20.1% |
| 3M | -33.8% | +32.7% | -66.5% | -38.7% |
| 6M | +2.2% | +22.2% | -20.0% | -3.9% |
| YTD | +20.6% | +57.7% | -37.1% | +6.1% |
| 1Y | +36.3% | +28.0% | +8.3% | +25.9% |
| 3Y | -0.1% | +11.5% | -11.7% | -6.0% |
| 5Y | -7.5% | +11.9% | -19.4% | -15.1% |
| 10Y | +90.2% | +162.8% | -72.6% | +32.2% |
| All | +103.5% | +64.7% | +38.9% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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