+1,145.6%
CVX vs AKAM
-4.3%
+1,150.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +3.3% | -2.1% | +5.4% | +3.5% |
| 30D | +12.9% | -13.9% | +26.8% | +14.0% |
| 3M | +11.7% | -33.8% | +45.5% | +14.8% |
| 6M | +14.1% | +2.2% | +12.0% | +12.9% |
| YTD | +40.7% | +20.6% | +20.1% | +37.1% |
| 1Y | +37.5% | +36.3% | +1.2% | +32.5% |
| 3Y | +43.9% | -0.1% | +44.1% | +41.0% |
| 5Y | +161.5% | -7.5% | +169.0% | +156.3% |
| 10Y | +215.1% | +90.2% | +124.9% | +190.0% |
| All | +1,145.6% | -4.3% | +1,150.0% | +810.8% |
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