+73.2%
CB vs AKAM
+1.1%
+72.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | +0.5% | -2.1% | +2.6% | +0.5% |
| 30D | -3.1% | -13.9% | +10.8% | -3.0% |
| 3M | +9.0% | -33.8% | +42.8% | +9.7% |
| 6M | +2.9% | +2.2% | +0.7% | +1.7% |
| YTD | +10.1% | +20.6% | -10.5% | +7.3% |
| 1Y | +22.8% | +36.3% | -13.5% | +18.4% |
| All | +73.2% | +1.1% | +72.1% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling