+272.2%
CME vs AKAM
+104.5%
+167.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | 0.0% |
| 7D | -2.4% | +0.6% | -3.0% | -2.4% |
| 30D | +6.2% | -8.2% | +14.4% | +6.9% |
| 3M | +4.4% | -17.6% | +22.0% | +5.8% |
| 6M | -9.6% | +2.5% | -12.2% | -11.3% |
| YTD | +3.8% | +22.8% | -19.0% | -0.8% |
| 1Y | +9.5% | +39.6% | -30.0% | +2.8% |
| 3Y | +51.9% | +2.3% | +49.6% | +45.8% |
| 5Y | +78.7% | -4.3% | +83.0% | +72.0% |
| All | +272.2% | +104.5% | +167.7% | +223.5% |
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