+67.7%
AKAM vs CNH
+42.8%
+24.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.7% | +3.1% |
| 7D | +0.9% | +6.7% | -5.8% | -0.8% |
| 30D | -14.7% | +7.2% | -21.9% | -16.4% |
| 3M | -25.7% | +17.5% | -43.2% | -29.2% |
| 6M | -43.4% | +15.0% | -58.3% | -46.1% |
| YTD | -0.7% | +36.8% | -37.4% | -10.1% |
| 1Y | -4.3% | +27.6% | -32.0% | -12.0% |
| 3Y | -21.7% | +34.3% | -56.1% | -29.5% |
| 5Y | -20.7% | -12.2% | -8.5% | -23.2% |
| 10Y | +32.4% | +113.9% | -81.4% | -3.2% |
| All | +67.7% | +42.8% | +24.8% | +25.2% |
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