+607.3%
CEG vs AKAM
-5.5%
+612.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.1% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +2.9% | -8.2% | +11.1% | +4.4% |
| 3M | +18.2% | -17.6% | +35.8% | +21.8% |
| 6M | -9.5% | +2.5% | -12.1% | -13.2% |
| YTD | -18.7% | +22.8% | -41.5% | -27.0% |
| 1Y | -10.1% | +39.6% | -49.7% | -23.2% |
| 3Y | +168.3% | +2.3% | +166.0% | +143.2% |
| All | +607.3% | -5.5% | +612.8% | +558.2% |
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 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