+610.0%
CVS vs AKAM
-4.0%
+614.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +0.4% | -4.5% | +4.8% | +0.6% |
| 3M | -0.4% | -25.6% | +25.1% | +1.3% |
| 6M | +25.1% | +5.7% | +19.4% | +23.7% |
| YTD | +23.9% | +21.0% | +2.8% | +21.0% |
| 1Y | +41.1% | +33.9% | +7.2% | +36.7% |
| 3Y | +63.6% | +0.9% | +62.7% | +60.5% |
| 5Y | +31.5% | -6.9% | +38.4% | +29.2% |
| 10Y | +40.5% | +97.4% | -56.9% | +30.8% |
| All | +610.0% | -4.0% | +614.0% | +473.8% |
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