+22.2%
CTSH vs AKAM
+103.9%
-81.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | -3.7% | +1.5% | -5.2% | -4.1% |
| 30D | +3.7% | -13.0% | +16.7% | +6.7% |
| 3M | +17.9% | -19.4% | +37.3% | +22.7% |
| 6M | -2.6% | +0.3% | -2.9% | -6.8% |
| YTD | -26.4% | +22.4% | -48.8% | -34.3% |
| 1Y | -13.0% | +34.8% | -47.9% | -25.0% |
| 3Y | -11.2% | +1.9% | -13.1% | -19.2% |
| 5Y | -14.3% | -4.6% | -9.7% | -21.8% |
| All | +22.2% | +103.9% | -81.7% | -6.3% |
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