-23.5%
AKAM vs CVE
+142.8%
-166.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.8% |
| 7D | -10.4% | -16.1% | +5.7% | -8.0% |
| 30D | -20.6% | -10.4% | -10.2% | -19.4% |
| 3M | -29.9% | -2.4% | -27.5% | -29.9% |
| 6M | -31.9% | -4.4% | -27.5% | -31.9% |
| YTD | -4.8% | +64.9% | -69.7% | -12.4% |
| 1Y | +13.8% | +66.0% | -52.2% | +4.6% |
| 3Y | -23.4% | +57.7% | -81.0% | -31.1% |
| All | -23.5% | +142.8% | -166.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling