-14.8%
CTSH vs AKAM
-6.8%
-8.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.9% |
| 7D | -5.5% | -0.8% | -4.7% | -5.3% |
| 30D | +4.5% | -4.5% | +9.0% | +5.2% |
| 3M | +13.7% | -25.6% | +39.3% | +20.4% |
| 6M | -8.4% | +5.7% | -14.1% | -14.3% |
| YTD | -26.5% | +21.0% | -47.5% | -35.4% |
| 1Y | -13.9% | +33.9% | -47.8% | -27.5% |
| 3Y | -11.3% | +0.9% | -12.2% | -20.7% |
| 5Y | -14.8% | -6.9% | -8.0% | -22.0% |
| All | -14.8% | -6.8% | -8.1% | -22.0% |
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