+639.5%
CEG vs AKAM
-7.2%
+646.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +8.0% | -2.1% | +10.1% | +8.4% |
| 30D | +12.9% | -13.9% | +26.9% | +15.9% |
| 3M | +13.2% | -33.8% | +47.0% | +21.6% |
| 6M | -7.0% | +2.2% | -9.2% | -10.8% |
| YTD | -15.0% | +20.6% | -35.6% | -23.4% |
| 1Y | -2.7% | +36.3% | -39.0% | -16.5% |
| 3Y | +184.1% | -0.1% | +184.2% | +159.0% |
| All | +639.5% | -7.2% | +646.6% | +590.6% |
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