+987.6%
CRH vs AKAM
-2.9%
+990.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.1% | +1.5% | -7.5% | -6.2% |
| 30D | -9.3% | -13.0% | +3.8% | -7.9% |
| 3M | -15.2% | -19.4% | +4.2% | -13.5% |
| 6M | -14.2% | +0.3% | -14.5% | -15.5% |
| YTD | -28.3% | +22.4% | -50.6% | -31.2% |
| 1Y | -21.8% | +34.8% | -56.6% | -26.0% |
| 3Y | +71.6% | +1.9% | +69.7% | +66.3% |
| 5Y | +96.6% | -4.6% | +101.2% | +91.3% |
| 10Y | +253.8% | +103.4% | +150.4% | +212.0% |
| All | +987.6% | -2.9% | +990.5% | +662.2% |
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