+101.0%
CB vs AKAM
-7.4%
+108.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | +0.5% | -2.1% | +2.6% | +0.6% |
| 30D | -3.1% | -13.9% | +10.8% | -2.5% |
| 3M | +9.0% | -33.8% | +42.8% | +11.3% |
| 6M | +2.9% | +2.2% | +0.7% | +1.0% |
| YTD | +10.1% | +20.6% | -10.5% | +5.8% |
| 1Y | +22.8% | +36.3% | -13.5% | +16.0% |
| 3Y | +73.8% | -0.1% | +73.9% | +67.2% |
| All | +101.0% | -7.4% | +108.4% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling