+58.3%
CSX vs AKAM
-21.8%
+80.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | +6.0% | +2.8% | +3.2% | +5.6% |
| 30D | +7.8% | -6.9% | +14.7% | +8.6% |
| 3M | +4.1% | -31.8% | +35.9% | +8.9% |
| 6M | +17.9% | -47.0% | +64.9% | +27.6% |
| YTD | +44.9% | -2.1% | +47.0% | +36.6% |
| 1Y | +51.1% | -3.7% | +54.8% | +42.9% |
| 3Y | +78.3% | -23.0% | +101.3% | +72.5% |
| All | +58.3% | -21.8% | +80.1% | +48.9% |
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