-41.2%
AKAM vs CNP
+539.4%
-580.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +2.8% | +1.3% | +1.5% | +2.6% |
| 30D | -6.9% | +3.8% | -10.7% | -7.4% |
| 3M | -31.8% | +2.4% | -34.2% | -32.1% |
| 6M | -47.0% | -1.2% | -45.8% | -47.0% |
| YTD | -2.1% | +9.3% | -11.4% | -3.8% |
| 1Y | -3.7% | +6.4% | -10.1% | -5.0% |
| 3Y | -23.0% | +66.4% | -89.4% | -29.9% |
| 5Y | -23.4% | +75.7% | -99.1% | -31.0% |
| 10Y | +30.5% | +145.1% | -114.7% | +8.2% |
| All | -41.2% | +539.4% | -580.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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