-27.5%
AKAM vs CP
+5,665.0%
-5,692.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -2.1% | -2.7% | +0.6% | -0.8% |
| 30D | -13.9% | +0.2% | -14.1% | -14.1% |
| 3M | -33.8% | +2.6% | -36.4% | -34.9% |
| 6M | +2.2% | +6.0% | -3.8% | -1.5% |
| YTD | +20.6% | +24.9% | -4.3% | +6.6% |
| 1Y | +36.3% | +20.1% | +16.2% | +22.8% |
| 3Y | -0.1% | +16.4% | -16.5% | -10.1% |
| 5Y | -7.5% | +31.7% | -39.3% | -23.6% |
| 10Y | +90.2% | +223.9% | -133.7% | -9.2% |
| All | -27.5% | +5,665.0% | -5,692.6% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling