-0.8%
CRM vs AKAM
-5.1%
+4.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -4.4% | +1.5% | -5.9% | -4.9% |
| 30D | +28.1% | -13.0% | +41.2% | +33.1% |
| 3M | +48.8% | -19.4% | +68.2% | +56.9% |
| 6M | +28.3% | +0.3% | +28.0% | +20.5% |
| YTD | -6.0% | +22.4% | -28.4% | -20.3% |
| 1Y | +1.4% | +34.8% | -33.4% | -18.3% |
| 3Y | +11.8% | +1.9% | +9.9% | -3.2% |
| All | -0.8% | -5.1% | +4.3% | -7.7% |
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