+190.1%
COP vs AKAM
-7.0%
+197.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +15.6% | -4.5% | +20.0% | +16.0% |
| 3M | +14.3% | -25.6% | +39.9% | +17.4% |
| 6M | +17.0% | +5.7% | +11.3% | +13.4% |
| YTD | +47.4% | +21.0% | +26.4% | +39.0% |
| 1Y | +52.4% | +33.9% | +18.5% | +40.7% |
| 3Y | +20.8% | +0.9% | +19.9% | +13.3% |
| All | +190.1% | -7.0% | +197.1% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling