-4.5%
AKAM vs CRS
+1,363.4%
-1,367.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.5% | -6.8% | +8.3% | +2.7% |
| 30D | -13.0% | -16.1% | +3.1% | -10.4% |
| 3M | -19.4% | -21.2% | +1.8% | -16.4% |
| 6M | +0.3% | +8.7% | -8.4% | -2.1% |
| YTD | +22.4% | +41.0% | -18.6% | +13.7% |
| 1Y | +34.8% | +82.7% | -47.8% | +18.6% |
| 3Y | +1.9% | +604.8% | -602.8% | -29.8% |
| All | -4.5% | +1,363.4% | -1,367.9% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling