+7,376.9%
CTSH vs AKAM
-4.3%
+7,381.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.3% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | +12.4% | -13.9% | +26.3% | +15.9% |
| 3M | +17.4% | -33.8% | +51.2% | +27.7% |
| 6M | -3.1% | +2.2% | -5.3% | -6.9% |
| YTD | -23.6% | +20.6% | -44.2% | -30.0% |
| 1Y | -10.8% | +36.3% | -47.1% | -21.1% |
| 3Y | -8.3% | -0.1% | -8.2% | -14.2% |
| 5Y | -11.3% | -7.5% | -3.8% | -16.0% |
| 10Y | +22.6% | +90.2% | -67.6% | -5.6% |
| All | +7,376.9% | -4.3% | +7,381.2% | +3,567.4% |
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