-27.5%
AKAM vs CCJ
+5,064.1%
-5,091.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -13.9% | +6.9% | -20.8% | -15.6% |
| 3M | -33.8% | -11.6% | -22.2% | -31.9% |
| 6M | +2.2% | -16.2% | +18.4% | +5.7% |
| YTD | +20.6% | +10.1% | +10.5% | +14.8% |
| 1Y | +36.3% | +32.3% | +4.0% | +21.2% |
| 3Y | -0.1% | +171.3% | -171.4% | -30.5% |
| 5Y | -7.5% | +372.4% | -379.9% | -48.8% |
| 10Y | +90.2% | +1,070.0% | -979.9% | -33.6% |
| All | -27.5% | +5,064.1% | -5,091.7% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling