+6,781.2%
CME vs AKAM
+6,868.2%
-87.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.2% |
| 30D | +6.2% | -13.9% | +20.2% | +8.9% |
| 3M | +10.4% | -33.8% | +44.2% | +18.0% |
| 6M | -9.5% | +2.2% | -11.7% | -12.4% |
| YTD | +6.0% | +20.6% | -14.6% | -1.2% |
| 1Y | +9.3% | +36.3% | -27.0% | -1.0% |
| 3Y | +57.7% | -0.1% | +57.8% | +47.6% |
| 5Y | +77.7% | -7.5% | +85.2% | +67.0% |
| 10Y | +281.2% | +90.2% | +191.1% | +196.4% |
| All | +6,781.2% | +6,868.2% | -87.0% | +3,083.0% |
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 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