+3,632.0%
CSX vs AKAM
-21.3%
+3,653.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.1% | +11.2% | -8.1% | +1.7% |
| 30D | +9.7% | -13.4% | +23.1% | +11.4% |
| 3M | +4.9% | -29.5% | +34.4% | +8.9% |
| 6M | +18.4% | -42.1% | +60.5% | +25.1% |
| YTD | +45.9% | -0.8% | +46.7% | +42.1% |
| 1Y | +50.0% | -3.9% | +53.9% | +46.7% |
| 3Y | +78.0% | -21.9% | +99.9% | +76.3% |
| 5Y | +59.2% | -22.4% | +81.5% | +57.0% |
| 10Y | +421.4% | +32.3% | +389.1% | +374.6% |
| All | +3,632.0% | -21.3% | +3,653.3% | +2,254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling