+4,021.7%
CAT vs AKAM
-23.9%
+4,045.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.6% | -3.0% |
| 7D | -6.3% | -3.3% | -3.1% | -6.0% |
| 30D | -26.8% | -21.7% | -5.1% | -24.5% |
| 3M | -30.0% | -28.8% | -1.2% | -27.1% |
| 6M | -34.6% | -43.3% | +8.7% | -29.9% |
| YTD | +2.9% | -4.1% | +7.0% | +1.5% |
| 1Y | +3.3% | -3.9% | +7.2% | +1.8% |
| 3Y | +153.7% | -24.4% | +178.1% | +155.3% |
| 5Y | +207.3% | -23.8% | +231.0% | +207.0% |
| 10Y | +674.0% | +26.4% | +647.6% | +616.1% |
| All | +4,021.7% | -23.9% | +4,045.6% | +2,173.7% |
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 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