+19.4%
AKAM vs CTAS
+25.6%
-6.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | +0.4% |
| 7D | -12.4% | +7.6% | -20.0% | -9.3% |
| 30D | -20.4% | +17.2% | -37.6% | -13.9% |
| 3M | -30.3% | +12.8% | -43.1% | -25.7% |
| 6M | -18.8% | +38.0% | -56.7% | -6.3% |
| YTD | -1.5% | +22.7% | -24.2% | +5.3% |
| 1Y | +19.4% | +25.6% | -6.3% | +27.5% |
| All | +19.4% | +25.6% | -6.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling