+2.3%
AKAM vs CRS
+620.4%
-618.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.0% | -2.9% |
| 7D | +0.6% | -4.1% | +4.7% | +1.3% |
| 30D | -8.2% | -16.6% | +8.4% | -5.4% |
| 3M | -17.6% | -14.3% | -3.3% | -15.8% |
| 6M | +2.5% | +11.6% | -9.1% | -0.4% |
| YTD | +22.8% | +42.6% | -19.8% | +13.9% |
| 1Y | +39.6% | +81.8% | -42.2% | +22.8% |
| All | +2.3% | +620.4% | -618.1% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling