+32.4%
AKAM vs CVE
+144.4%
-112.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.9% | +3.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -14.7% | -10.8% | -3.9% | -13.7% |
| 3M | -25.7% | -4.3% | -21.4% | -25.5% |
| 6M | -43.4% | -1.5% | -41.9% | -43.5% |
| YTD | -0.7% | +70.7% | -71.4% | -6.5% |
| 1Y | -4.3% | +58.1% | -62.4% | -9.4% |
| 3Y | -21.7% | +69.8% | -91.6% | -27.2% |
| 5Y | -20.7% | +148.9% | -169.6% | -29.7% |
| 10Y | +32.4% | +143.5% | -111.1% | +11.4% |
| All | +32.4% | +144.4% | -112.0% | +11.4% |
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