+30.5%
AKAM vs CTAS
+814.6%
-784.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +2.8% | +2.0% | +0.8% | +2.2% |
| 30D | -6.9% | +8.7% | -15.6% | -9.2% |
| 3M | -31.8% | +13.3% | -45.1% | -34.5% |
| 6M | -47.0% | +39.4% | -86.4% | -52.8% |
| YTD | -2.1% | +21.5% | -23.6% | -9.3% |
| 1Y | -3.7% | +21.9% | -25.6% | -10.9% |
| 3Y | -23.0% | +73.6% | -96.7% | -37.7% |
| 5Y | -23.4% | +116.2% | -139.6% | -43.1% |
| All | +30.5% | +814.6% | -784.1% | -45.1% |
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