+5,625.3%
CAT vs AKAM
-4.3%
+5,629.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +1.7% | -2.1% | +3.8% | +2.0% |
| 30D | -6.6% | -13.9% | +7.4% | -4.7% |
| 3M | -13.3% | -33.8% | +20.5% | -8.6% |
| 6M | +11.6% | +2.2% | +9.4% | +10.0% |
| YTD | +42.9% | +20.6% | +22.4% | +37.2% |
| 1Y | +95.4% | +36.3% | +59.1% | +84.0% |
| 3Y | +196.6% | -0.1% | +196.7% | +188.6% |
| 5Y | +321.7% | -7.5% | +329.2% | +311.7% |
| 10Y | +1,140.8% | +90.2% | +1,050.6% | +992.1% |
| All | +5,625.3% | -4.3% | +5,629.7% | +2,973.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling