+53.5%
CME vs AKAM
+1.6%
+52.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | +5.5% | -4.5% | +10.0% | +5.4% |
| 3M | +11.0% | -25.6% | +36.5% | +10.2% |
| 6M | -9.7% | +5.7% | -15.4% | -9.5% |
| YTD | +4.9% | +21.0% | -16.2% | +5.3% |
| 1Y | +10.1% | +33.9% | -23.8% | +10.7% |
| 3Y | +53.5% | +0.9% | +52.6% | +49.0% |
| All | +53.5% | +1.6% | +52.0% | +49.0% |
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