+325.1%
AKAM vs CVE
+89.9%
+235.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -2.1% | +2.5% | -4.6% | -2.5% |
| 30D | -13.9% | +16.7% | -30.7% | -16.2% |
| 3M | -33.8% | +9.3% | -43.1% | -34.9% |
| 6M | +2.2% | +43.6% | -41.4% | -4.2% |
| YTD | +20.6% | +93.6% | -73.0% | +7.3% |
| 1Y | +36.3% | +98.8% | -62.4% | +20.6% |
| 3Y | -0.1% | +73.6% | -73.7% | -11.1% |
| 5Y | -7.5% | +312.5% | -320.0% | -31.2% |
| 10Y | +90.2% | +161.0% | -70.9% | +41.5% |
| All | +325.1% | +89.9% | +235.2% | +227.1% |
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