+7,654.3%
CME vs AKAM
+5,632.5%
+2,021.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.7% | +11.2% | -8.5% | +0.7% |
| 30D | +13.5% | -13.4% | +26.9% | +15.8% |
| 3M | +20.9% | -29.5% | +50.4% | +27.4% |
| 6M | +11.5% | -42.1% | +53.6% | +20.7% |
| YTD | +19.5% | -0.8% | +20.3% | +14.2% |
| 1Y | +17.2% | -3.9% | +21.2% | +12.7% |
| 3Y | +65.1% | -21.9% | +87.0% | +60.3% |
| 5Y | +73.1% | -22.4% | +95.5% | +66.3% |
| 10Y | +305.3% | +32.3% | +273.0% | +235.8% |
| All | +7,654.3% | +5,632.5% | +2,021.9% | +3,580.0% |
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