+4,122.6%
CAT vs AKAM
-27.0%
+4,149.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.4% | +10.6% | +7.7% |
| 7D | -2.4% | -7.4% | +5.0% | -1.4% |
| 30D | -25.0% | -24.9% | -0.1% | -22.2% |
| 3M | -28.7% | -27.4% | -1.4% | -25.9% |
| 6M | -33.0% | -45.6% | +12.7% | -27.8% |
| YTD | +5.4% | -8.0% | +13.4% | +4.6% |
| 1Y | +7.3% | -4.1% | +11.4% | +5.7% |
| 3Y | +166.0% | -26.9% | +192.9% | +169.0% |
| 5Y | +210.1% | -26.6% | +236.7% | +211.5% |
| 10Y | +712.5% | +20.7% | +691.8% | +656.5% |
| All | +4,122.6% | -27.0% | +4,149.6% | +2,243.1% |
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