+216.8%
CB vs AKAM
+95.9%
+120.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | -3.9% | -4.5% | +0.6% | -3.6% |
| 3M | +4.9% | -25.6% | +30.5% | +7.6% |
| 6M | +3.3% | +5.7% | -2.5% | +0.5% |
| YTD | +8.5% | +21.0% | -12.5% | +3.0% |
| 1Y | +22.1% | +33.9% | -11.8% | +13.9% |
| 3Y | +70.1% | +0.9% | +69.2% | +62.4% |
| 5Y | +97.4% | -6.9% | +104.3% | +88.6% |
| 10Y | +216.8% | +97.4% | +119.4% | +149.4% |
| All | +216.8% | +95.9% | +120.9% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling