-27.5%
AKAM vs CTAS
+2,666.5%
-2,694.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.1% |
| 30D | -13.9% | -0.2% | -13.7% | -14.1% |
| 3M | -33.8% | +11.7% | -45.5% | -38.6% |
| 6M | +2.2% | +0.7% | +1.5% | -0.6% |
| YTD | +20.6% | +7.4% | +13.2% | +12.7% |
| 1Y | +36.3% | -2.1% | +38.4% | +33.9% |
| 3Y | -0.1% | +62.9% | -63.1% | -28.3% |
| 5Y | -7.5% | +111.9% | -119.4% | -43.6% |
| 10Y | +90.2% | +652.2% | -562.0% | -53.1% |
| All | -27.5% | +2,666.5% | -2,694.0% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling