+214.5%
AKAM vs CVE
+62.8%
+151.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.7% | -6.7% | -9.0% |
| 7D | -21.7% | -14.1% | -7.6% | -19.7% |
| 30D | -28.3% | -11.6% | -16.7% | -27.0% |
| 3M | -36.3% | 0.0% | -36.4% | -36.5% |
| 6M | -34.0% | -8.4% | -25.6% | -33.5% |
| YTD | -10.8% | +65.9% | -76.7% | -18.7% |
| 1Y | +6.7% | +69.4% | -62.8% | -3.2% |
| 3Y | -28.3% | +55.9% | -84.2% | -35.0% |
| 5Y | -27.4% | +146.2% | -173.6% | -41.1% |
| 10Y | +18.3% | +140.6% | -122.4% | -11.8% |
| All | +214.5% | +62.8% | +151.7% | +147.7% |
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