-24.4%
AKAM vs CSGP
-61.1%
+36.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +4.5% |
| 7D | -3.3% | -3.2% | -0.1% | -3.1% |
| 30D | -21.7% | +2.2% | -24.0% | -22.3% |
| 3M | -28.8% | -3.7% | -25.2% | -29.0% |
| 6M | -43.3% | -7.4% | -35.9% | -43.2% |
| YTD | -4.1% | -54.9% | +50.8% | +16.1% |
| 1Y | -3.9% | -54.9% | +51.0% | +16.1% |
| 3Y | -24.4% | -61.9% | +37.5% | -4.0% |
| All | -24.4% | -61.1% | +36.7% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling