-27.5%
AKAM vs CSGP
+1,181.2%
-1,208.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.2% |
| 7D | -2.1% | -4.1% | +2.0% | -0.4% |
| 30D | -13.9% | +2.3% | -16.3% | -15.3% |
| 3M | -33.8% | -8.2% | -25.6% | -32.7% |
| 6M | +2.2% | -35.1% | +37.2% | +18.4% |
| YTD | +20.6% | -54.0% | +74.6% | +59.3% |
| 1Y | +36.3% | -65.3% | +101.6% | +102.5% |
| 3Y | -0.1% | -62.6% | +62.4% | +39.3% |
| 5Y | -7.5% | -64.8% | +57.3% | +26.4% |
| 10Y | +90.2% | +45.1% | +45.1% | +23.6% |
| All | -27.5% | +1,181.2% | -1,208.8% | -85.9% |
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