+219.2%
CVX vs AKAM
+103.9%
+115.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +2.6% | +1.5% | +1.1% | +2.4% |
| 30D | +9.8% | -13.0% | +22.9% | +11.6% |
| 3M | +16.2% | -19.4% | +35.6% | +18.8% |
| 6M | +13.6% | +0.3% | +13.3% | +11.3% |
| YTD | +44.4% | +22.4% | +22.0% | +36.3% |
| 1Y | +40.6% | +34.8% | +5.8% | +30.3% |
| 3Y | +48.2% | +1.9% | +46.2% | +40.7% |
| 5Y | +172.3% | -4.6% | +176.9% | +157.9% |
| All | +219.2% | +103.9% | +115.3% | +158.4% |
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 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