+101.8%
AKAM vs CTAS
+675.6%
-573.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | -8.2% | -3.1% | -5.1% | -7.4% |
| 3M | -17.6% | +10.3% | -27.9% | -20.7% |
| 6M | +2.5% | +1.6% | +0.9% | +1.0% |
| YTD | +22.8% | +6.3% | +16.5% | +18.7% |
| 1Y | +39.6% | -0.5% | +40.1% | +37.9% |
| 3Y | +2.3% | +64.6% | -62.2% | -15.9% |
| 5Y | -4.3% | +106.0% | -110.3% | -27.5% |
| All | +101.8% | +675.6% | -573.9% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling