-4.5%
AKAM vs CTVA
+102.9%
-107.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.5% | -4.5% | +6.0% | +2.6% |
| 30D | -13.0% | +11.3% | -24.3% | -15.6% |
| 3M | -19.4% | +12.3% | -31.7% | -22.8% |
| 6M | +0.3% | +7.2% | -6.9% | -2.4% |
| YTD | +22.4% | +26.0% | -3.6% | +13.9% |
| 1Y | +34.8% | +16.0% | +18.8% | +27.8% |
| 3Y | +1.9% | +73.9% | -72.0% | -12.5% |
| All | -4.5% | +102.9% | -107.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling