+12.9%
CME vs AKAM
-41.8%
+54.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.4% | +2.3% |
| 7D | +2.5% | +0.9% | +1.6% | +2.5% |
| 30D | +13.9% | -14.7% | +28.7% | +13.0% |
| 3M | +22.4% | -25.7% | +48.1% | +20.9% |
| 6M | +12.9% | -43.4% | +56.2% | +9.4% |
| All | +12.9% | -41.8% | +54.7% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling