+111.0%
AKAM vs CP
+224.3%
-113.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.0% | +5.3% |
| 7D | +5.4% | +0.6% | +4.8% | +5.1% |
| 30D | -5.9% | -0.5% | -5.4% | -5.7% |
| 3M | -19.6% | +0.1% | -19.7% | -19.9% |
| 6M | +8.5% | +7.8% | +0.6% | +4.8% |
| YTD | +26.9% | +22.9% | +4.1% | +16.3% |
| 1Y | +41.7% | +21.3% | +20.4% | +30.4% |
| 3Y | +5.8% | +20.4% | -14.6% | -3.4% |
| 5Y | -2.3% | +34.9% | -37.3% | -15.5% |
| 10Y | +111.0% | +233.3% | -122.4% | +28.2% |
| All | +111.0% | +224.3% | -113.4% | +28.2% |
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