+47.4%
AKAM vs CLBK
+66.9%
-19.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | -4.5% | +7.8% | -12.2% | -6.0% |
| 3M | -25.6% | +23.9% | -49.4% | -29.1% |
| 6M | +5.7% | +42.3% | -36.6% | -2.4% |
| YTD | +21.0% | +65.4% | -44.3% | +7.8% |
| 1Y | +33.9% | +70.3% | -36.4% | +18.3% |
| 3Y | +0.9% | +54.5% | -53.6% | -10.4% |
| 5Y | -6.9% | +43.1% | -50.0% | -18.5% |
| All | +47.4% | +66.9% | -19.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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