+24.9%
AKAM vs CSGP
+63.3%
-38.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.7% | +11.4% | +7.8% |
| 7D | -10.4% | +1.3% | -11.6% | -10.9% |
| 30D | -20.6% | +10.7% | -31.3% | -23.4% |
| 3M | -29.9% | +3.3% | -33.2% | -31.6% |
| 6M | -31.9% | -10.3% | -21.6% | -31.9% |
| YTD | -4.8% | -54.6% | +49.8% | +15.5% |
| 1Y | +13.8% | -54.6% | +68.5% | +37.9% |
| 3Y | -23.4% | -60.3% | +37.0% | -4.9% |
| 5Y | -22.6% | -63.3% | +40.7% | -4.3% |
| All | +24.9% | +63.3% | -38.4% | -5.4% |
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