+398.8%
CSX vs AKAM
+27.9%
+371.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.7% | -10.1% | -4.6% |
| 7D | -5.5% | -10.4% | +4.9% | -3.8% |
| 30D | +4.9% | -20.6% | +25.5% | +9.0% |
| 3M | -2.9% | -29.9% | +27.1% | +2.7% |
| 6M | +8.3% | -31.9% | +40.2% | +13.2% |
| YTD | +36.7% | -4.8% | +41.5% | +29.3% |
| 1Y | +41.5% | +13.8% | +27.7% | +27.2% |
| 3Y | +68.6% | -23.4% | +92.0% | +63.2% |
| 5Y | +48.4% | -22.6% | +71.0% | +41.0% |
| All | +398.8% | +27.9% | +371.0% | +298.6% |
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