-44.7%
AKAM vs CCI
+644.3%
-689.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | -7.4% | +0.9% | -8.3% | -7.9% |
| 30D | -24.9% | +10.3% | -35.2% | -28.3% |
| 3M | -27.4% | +17.9% | -45.2% | -32.8% |
| 6M | -45.6% | -0.5% | -45.2% | -46.6% |
| YTD | -8.0% | +2.7% | -10.7% | -11.9% |
| 1Y | -4.1% | +3.1% | -7.3% | -8.5% |
| 3Y | -26.9% | +8.0% | -34.8% | -33.7% |
| 5Y | -26.6% | -37.8% | +11.2% | -17.1% |
| 10Y | +20.7% | +56.5% | -35.8% | -14.0% |
| All | -44.7% | +644.3% | -689.0% | -78.1% |
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