+101.1%
AKAM vs CCJ
+1,065.5%
-964.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | +1.5% | -4.0% | +5.5% | +2.0% |
| 30D | -13.0% | -2.4% | -10.7% | -12.8% |
| 3M | -19.4% | -2.3% | -17.1% | -19.3% |
| 6M | +0.3% | -16.2% | +16.5% | +2.0% |
| YTD | +22.4% | +5.7% | +16.7% | +20.4% |
| 1Y | +34.8% | +21.3% | +13.6% | +29.5% |
| 3Y | +1.9% | +159.4% | -157.4% | -12.5% |
| 5Y | -4.6% | +300.7% | -305.2% | -23.5% |
| All | +101.1% | +1,065.5% | -964.3% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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