+42.2%
AKAM vs CTVA
+211.9%
-169.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.2% |
| 7D | +5.4% | -5.8% | +11.2% | +6.8% |
| 30D | -5.9% | +11.1% | -16.9% | -8.3% |
| 3M | -19.6% | +13.2% | -32.9% | -22.6% |
| 6M | +8.5% | +8.7% | -0.3% | +5.7% |
| YTD | +26.9% | +27.3% | -0.3% | +19.2% |
| 1Y | +41.7% | +18.0% | +23.7% | +35.0% |
| 3Y | +5.8% | +76.5% | -70.7% | -8.2% |
| 5Y | -2.3% | +105.1% | -107.4% | -18.5% |
| All | +42.2% | +211.9% | -169.7% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling