-42.8%
AKAM vs CP
+5,713.6%
-5,756.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.7% | +8.4% | +7.6% |
| 7D | -10.4% | +2.8% | -13.2% | -11.7% |
| 30D | -20.6% | +10.2% | -30.8% | -24.5% |
| 3M | -29.9% | +2.4% | -32.3% | -31.0% |
| 6M | -31.9% | +7.7% | -39.6% | -34.9% |
| YTD | -4.8% | +26.0% | -30.8% | -16.5% |
| 1Y | +13.8% | +34.6% | -20.8% | -3.3% |
| 3Y | -23.4% | +26.7% | -50.1% | -34.0% |
| 5Y | -22.6% | +24.9% | -47.5% | -34.4% |
| 10Y | +26.3% | +258.6% | -232.4% | -42.9% |
| All | -42.8% | +5,713.6% | -5,756.3% | -92.3% |
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