-27.5%
AKAM vs CCI
+533.4%
-560.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.4% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | -13.9% | +2.7% | -16.6% | -15.1% |
| 3M | -33.8% | -18.2% | -15.6% | -28.6% |
| 6M | +2.2% | -14.8% | +17.0% | +7.3% |
| YTD | +20.6% | -12.6% | +33.2% | +24.5% |
| 1Y | +36.3% | -16.7% | +53.1% | +43.5% |
| 3Y | -0.1% | -10.5% | +10.4% | -1.7% |
| 5Y | -7.5% | -51.4% | +43.9% | +16.8% |
| 10Y | +90.2% | +20.0% | +70.1% | +52.5% |
| All | -27.5% | +533.4% | -560.9% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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