+26.4%
AKAM vs CP
+255.2%
-228.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.4% |
| 7D | -3.3% | +2.8% | -6.1% | -4.3% |
| 30D | -21.7% | +11.0% | -32.8% | -24.9% |
| 3M | -28.8% | +3.8% | -32.7% | -30.0% |
| 6M | -43.3% | +9.5% | -52.8% | -45.6% |
| YTD | -4.1% | +28.2% | -32.3% | -13.8% |
| 1Y | -3.9% | +33.0% | -36.9% | -15.0% |
| 3Y | -24.4% | +35.5% | -60.0% | -34.2% |
| 5Y | -23.8% | +25.8% | -49.5% | -32.7% |
| 10Y | +26.4% | +250.7% | -224.3% | -27.7% |
| All | +26.4% | +255.2% | -228.8% | -27.7% |
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