+2,897.8%
CB vs AKAM
-4.3%
+2,902.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +0.5% | -2.1% | +2.6% | +0.7% |
| 30D | -3.1% | -13.9% | +10.8% | -1.8% |
| 3M | +9.0% | -33.8% | +42.8% | +12.9% |
| 6M | +2.9% | +2.2% | +0.7% | +1.2% |
| YTD | +10.1% | +20.6% | -10.5% | +6.1% |
| 1Y | +22.8% | +36.3% | -13.5% | +16.6% |
| 3Y | +73.8% | -0.1% | +73.9% | +68.4% |
| 5Y | +99.2% | -7.5% | +106.7% | +93.4% |
| 10Y | +218.2% | +90.2% | +128.0% | +182.2% |
| All | +2,897.8% | -4.3% | +2,902.2% | +1,980.2% |
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