-42.8%
AKAM vs CSGP
+1,166.3%
-1,209.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.7% | +11.4% | +8.7% |
| 7D | -10.4% | +1.3% | -11.6% | -11.2% |
| 30D | -20.6% | +10.7% | -31.3% | -25.5% |
| 3M | -29.9% | +3.3% | -33.2% | -32.9% |
| 6M | -31.9% | -10.3% | -21.6% | -32.5% |
| YTD | -4.8% | -54.6% | +49.8% | +23.4% |
| 1Y | +13.8% | -54.6% | +68.5% | +47.3% |
| 3Y | -23.4% | -60.3% | +37.0% | +2.0% |
| 5Y | -22.6% | -63.3% | +40.7% | +1.7% |
| 10Y | +26.3% | +66.5% | -40.2% | -24.6% |
| All | -42.8% | +1,166.3% | -1,209.1% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling