+180.6%
CEG vs AKAM
+1.6%
+179.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +6.7% | -0.8% | +7.5% | +6.8% |
| 30D | +11.0% | -4.5% | +15.4% | +11.6% |
| 3M | +19.5% | -25.6% | +45.0% | +23.9% |
| 6M | -5.9% | +5.7% | -11.6% | -9.4% |
| YTD | -15.0% | +21.0% | -36.0% | -21.9% |
| 1Y | +0.6% | +33.9% | -33.3% | -10.7% |
| 3Y | +180.6% | +0.9% | +179.7% | +140.0% |
| All | +180.6% | +1.6% | +179.1% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling