+101.1%
AKAM vs CLX
-3.7%
+104.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.5% | -5.7% | +7.2% | +2.5% |
| 30D | -13.0% | -17.0% | +4.0% | -10.3% |
| 3M | -19.4% | -9.7% | -9.7% | -18.2% |
| 6M | +0.3% | -19.8% | +20.1% | +3.8% |
| YTD | +22.4% | -9.8% | +32.2% | +23.1% |
| 1Y | +34.8% | -26.2% | +61.0% | +41.4% |
| 3Y | +1.9% | -36.2% | +38.1% | +8.9% |
| 5Y | -4.6% | -38.3% | +33.8% | +1.0% |
| All | +101.1% | -3.7% | +104.8% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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