+20.7%
AKAM vs CVE
+136.7%
-116.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.4% |
| 7D | -7.4% | -10.1% | +2.7% | -6.3% |
| 30D | -24.9% | -12.1% | -12.8% | -23.9% |
| 3M | -27.4% | -1.9% | -25.5% | -27.4% |
| 6M | -45.6% | -1.8% | -43.8% | -45.7% |
| YTD | -8.0% | +65.8% | -73.8% | -13.2% |
| 1Y | -4.1% | +60.8% | -65.0% | -9.3% |
| 3Y | -26.9% | +70.1% | -97.0% | -31.9% |
| 5Y | -26.6% | +134.8% | -161.3% | -34.6% |
| 10Y | +20.7% | +130.1% | -109.4% | +1.4% |
| All | +20.7% | +136.7% | -116.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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