+598.5%
CEG vs AKAM
-23.6%
+622.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +17.8% | +11.2% | +6.6% | +15.3% |
| 30D | -4.5% | -13.4% | +8.9% | -2.1% |
| 3M | +1.5% | -29.5% | +31.0% | +7.9% |
| 6M | -3.5% | -42.1% | +38.6% | +5.7% |
| YTD | -19.7% | -0.8% | -18.9% | -25.2% |
| 1Y | -19.8% | -3.9% | -15.9% | -24.6% |
| 3Y | +136.4% | -21.9% | +158.3% | +127.4% |
| All | +598.5% | -23.6% | +622.1% | +574.4% |
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