+416.4%
CSX vs AKAM
+31.5%
+384.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.0% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | +8.7% | -14.7% | +23.4% | +11.5% |
| 3M | +4.2% | -25.7% | +29.9% | +9.1% |
| 6M | +16.7% | -43.4% | +60.0% | +27.9% |
| YTD | +44.5% | -0.7% | +45.1% | +35.5% |
| 1Y | +50.3% | -4.3% | +54.6% | +42.2% |
| 3Y | +76.3% | -21.7% | +98.1% | +70.3% |
| 5Y | +58.1% | -20.7% | +78.9% | +49.8% |
| 10Y | +416.4% | +32.4% | +384.0% | +310.1% |
| All | +416.4% | +31.5% | +384.9% | +310.1% |
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