+490.1%
CSX vs AKAM
+90.0%
+400.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -3.4% | -2.1% | -1.3% | -3.0% |
| 30D | -3.1% | -13.9% | +10.9% | -0.5% |
| 3M | +7.2% | -33.8% | +41.0% | +15.3% |
| 6M | +16.2% | +2.2% | +14.0% | +11.9% |
| YTD | +37.5% | +20.6% | +17.0% | +25.9% |
| 1Y | +53.2% | +36.3% | +16.9% | +35.4% |
| 3Y | +68.2% | -0.1% | +68.4% | +56.3% |
| 5Y | +65.2% | -7.5% | +72.8% | +54.2% |
| All | +490.1% | +90.0% | +400.1% | +352.8% |
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