+674.0%
CAT vs AKAM
+25.2%
+648.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.6% | -3.5% |
| 7D | -6.3% | -3.3% | -3.1% | -5.6% |
| 30D | -26.8% | -21.7% | -5.1% | -22.3% |
| 3M | -30.0% | -28.8% | -1.2% | -24.2% |
| 6M | -34.6% | -43.3% | +8.7% | -25.4% |
| YTD | +2.9% | -4.1% | +7.0% | -1.6% |
| 1Y | +3.3% | -3.9% | +7.2% | -1.5% |
| 3Y | +153.7% | -24.4% | +178.1% | +152.2% |
| 5Y | +207.3% | -23.8% | +231.0% | +198.4% |
| 10Y | +674.0% | +26.4% | +647.6% | +505.8% |
| All | +674.0% | +25.2% | +648.8% | +505.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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