+300.3%
CME vs AKAM
+31.6%
+268.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.7% | +11.2% | -8.5% | +1.8% |
| 30D | +13.5% | -13.4% | +26.9% | +14.6% |
| 3M | +20.9% | -29.5% | +50.4% | +24.0% |
| 6M | +11.5% | -42.1% | +53.6% | +16.0% |
| YTD | +19.5% | -0.8% | +20.3% | +15.5% |
| 1Y | +17.2% | -3.9% | +21.2% | +13.8% |
| 3Y | +65.1% | -21.9% | +87.0% | +62.3% |
| 5Y | +73.1% | -22.4% | +95.5% | +68.7% |
| All | +300.3% | +31.6% | +268.6% | +254.2% |
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