+1,213.0%
CVX vs AKAM
-22.4%
+1,235.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.7% |
| 7D | +3.4% | +2.8% | +0.6% | +3.2% |
| 30D | -1.0% | -6.9% | +5.9% | -0.6% |
| 3M | +12.2% | -31.8% | +44.0% | +14.9% |
| 6M | +20.3% | -47.0% | +67.3% | +25.3% |
| YTD | +48.3% | -2.1% | +50.4% | +46.2% |
| 1Y | +46.9% | -3.7% | +50.6% | +45.0% |
| 3Y | +73.1% | -23.0% | +96.2% | +72.3% |
| 5Y | +135.2% | -23.4% | +158.6% | +133.1% |
| 10Y | +214.4% | +30.5% | +183.9% | +196.4% |
| All | +1,213.0% | -22.4% | +1,235.4% | +871.6% |
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