+3,099.3%
CB vs AKAM
-27.0%
+3,126.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | -0.1% |
| 7D | -1.5% | -7.4% | +5.9% | -0.9% |
| 30D | +6.5% | -24.9% | +31.4% | +9.2% |
| 3M | +4.1% | -27.4% | +31.4% | +6.7% |
| 6M | +14.4% | -45.6% | +60.0% | +20.1% |
| YTD | +17.5% | -8.0% | +25.5% | +15.7% |
| 1Y | +27.5% | -4.1% | +31.7% | +25.0% |
| 3Y | +71.6% | -26.9% | +98.5% | +70.7% |
| 5Y | +100.6% | -26.6% | +127.2% | +98.3% |
| 10Y | +243.0% | +20.7% | +222.3% | +216.6% |
| All | +3,099.3% | -27.0% | +3,126.3% | +2,168.1% |
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