+30.5%
AKAM vs CP
+257.3%
-226.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | +2.8% | +2.1% | +0.6% | +1.9% |
| 30D | -6.9% | +9.3% | -16.2% | -10.1% |
| 3M | -31.8% | +0.5% | -32.3% | -32.1% |
| 6M | -47.0% | +10.4% | -57.4% | -49.3% |
| YTD | -2.1% | +28.7% | -30.8% | -12.2% |
| 1Y | -3.7% | +33.2% | -36.9% | -14.8% |
| 3Y | -23.0% | +38.4% | -61.5% | -33.5% |
| 5Y | -23.4% | +26.2% | -49.6% | -32.5% |
| All | +30.5% | +257.3% | -226.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling