+30.5%
AKAM vs CSGP
+65.8%
-35.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.0% |
| 7D | +2.8% | +1.3% | +1.4% | +2.4% |
| 30D | -6.9% | +2.8% | -9.7% | -8.5% |
| 3M | -31.8% | -6.3% | -25.5% | -31.7% |
| 6M | -47.0% | -3.2% | -43.8% | -47.8% |
| YTD | -2.1% | -54.0% | +51.8% | +18.3% |
| 1Y | -3.7% | -54.8% | +51.1% | +16.9% |
| 3Y | -23.0% | -60.6% | +37.5% | -4.2% |
| 5Y | -23.4% | -62.6% | +39.2% | -5.8% |
| All | +30.5% | +65.8% | -35.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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