-46.4%
AKAM vs CSGP
+1,228.5%
-1,274.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.6% | -7.8% | -8.7% |
| 7D | -21.7% | +13.9% | -35.6% | -26.2% |
| 30D | -28.3% | +16.0% | -44.3% | -33.9% |
| 3M | -36.3% | +6.1% | -42.4% | -39.6% |
| 6M | -34.0% | -8.2% | -25.8% | -35.1% |
| YTD | -10.8% | -52.3% | +41.5% | +13.6% |
| 1Y | +6.7% | -54.5% | +61.2% | +38.2% |
| 3Y | -28.3% | -58.6% | +30.3% | -6.0% |
| 5Y | -27.4% | -61.5% | +34.1% | -6.4% |
| 10Y | +18.3% | +74.7% | -56.4% | -30.6% |
| All | -46.4% | +1,228.5% | -1,274.9% | -89.9% |
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