-23.5%
AKAM vs CSGP
-63.4%
+39.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.7% | +11.4% | +7.6% |
| 7D | -10.4% | +1.3% | -11.6% | -10.7% |
| 30D | -20.6% | +10.7% | -31.3% | -22.8% |
| 3M | -29.9% | +3.3% | -33.2% | -31.2% |
| 6M | -31.9% | -10.3% | -21.6% | -31.8% |
| YTD | -4.8% | -54.6% | +49.8% | +15.3% |
| 1Y | +13.8% | -54.6% | +68.5% | +37.7% |
| 3Y | -23.4% | -60.3% | +37.0% | -5.1% |
| All | -23.5% | -63.4% | +39.9% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling