-2.3%
AKAM vs CTAS
+110.0%
-112.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +5.4% | +1.0% | +4.4% | +5.1% |
| 30D | -5.9% | -1.1% | -4.8% | -5.7% |
| 3M | -19.6% | +11.5% | -31.1% | -23.4% |
| 6M | +8.5% | +0.2% | +8.3% | +7.7% |
| YTD | +26.9% | +7.2% | +19.8% | +21.8% |
| 1Y | +41.7% | 0.0% | +41.7% | +40.2% |
| 3Y | +5.8% | +65.9% | -60.1% | -21.2% |
| 5Y | -2.3% | +109.6% | -111.9% | -38.9% |
| All | -2.3% | +110.0% | -112.4% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling