+210.1%
CAT vs AKAM
-26.7%
+236.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.4% | +10.6% | +8.0% |
| 7D | -2.4% | -7.4% | +5.0% | -0.8% |
| 30D | -25.0% | -24.9% | -0.1% | -20.3% |
| 3M | -28.7% | -27.4% | -1.4% | -24.0% |
| 6M | -33.0% | -45.6% | +12.7% | -24.3% |
| YTD | +5.4% | -8.0% | +13.4% | +2.2% |
| 1Y | +7.3% | -4.1% | +11.4% | +2.6% |
| 3Y | +166.0% | -26.9% | +192.9% | +165.3% |
| 5Y | +210.1% | -26.6% | +236.7% | +189.4% |
| All | +210.1% | -26.7% | +236.8% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling