+235.7%
AKAM vs CVE
+61.8%
+173.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.8% |
| 7D | -10.4% | -16.1% | +5.7% | -7.7% |
| 30D | -20.6% | -10.4% | -10.2% | -19.2% |
| 3M | -29.9% | -2.4% | -27.5% | -29.8% |
| 6M | -31.9% | -4.4% | -27.5% | -31.8% |
| YTD | -4.8% | +64.9% | -69.7% | -13.2% |
| 1Y | +13.8% | +66.0% | -52.2% | +3.6% |
| 3Y | -23.4% | +57.7% | -81.0% | -30.7% |
| 5Y | -22.6% | +144.7% | -167.3% | -37.1% |
| 10Y | +26.3% | +139.2% | -113.0% | -5.7% |
| All | +235.7% | +61.8% | +173.9% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling