+37.1%
AKAM vs CTVA
+208.7%
-171.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.5% | -4.5% | +6.0% | +2.5% |
| 30D | -13.0% | +11.3% | -24.3% | -15.3% |
| 3M | -19.4% | +12.3% | -31.7% | -22.2% |
| 6M | +0.3% | +7.2% | -6.9% | -1.9% |
| YTD | +22.4% | +26.0% | -3.6% | +15.2% |
| 1Y | +34.8% | +16.0% | +18.8% | +29.0% |
| 3Y | +1.9% | +73.9% | -72.0% | -11.3% |
| 5Y | -4.6% | +103.8% | -108.4% | -20.3% |
| All | +37.1% | +208.7% | -171.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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