+201.7%
CAT vs AKAM
+1.1%
+200.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +1.7% | -2.1% | +3.8% | +2.2% |
| 30D | -6.6% | -13.9% | +7.4% | -3.7% |
| 3M | -13.3% | -33.8% | +20.5% | -6.2% |
| 6M | +11.6% | +2.2% | +9.4% | +8.7% |
| YTD | +42.9% | +20.6% | +22.4% | +31.6% |
| 1Y | +95.4% | +36.3% | +59.1% | +72.5% |
| All | +201.7% | +1.1% | +200.6% | +163.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling