+245.6%
CRH vs AKAM
+103.9%
+141.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.1% | +1.5% | -7.5% | -6.4% |
| 30D | -9.3% | -13.0% | +3.8% | -6.8% |
| 3M | -15.2% | -19.4% | +4.2% | -12.1% |
| 6M | -14.2% | +0.3% | -14.5% | -16.9% |
| YTD | -28.3% | +22.4% | -50.6% | -34.5% |
| 1Y | -21.8% | +34.8% | -56.6% | -30.7% |
| 3Y | +71.6% | +1.9% | +69.7% | +58.8% |
| 5Y | +96.6% | -4.6% | +101.2% | +82.0% |
| All | +245.6% | +103.9% | +141.7% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling