-21.3%
AKAM vs CLX
-20.8%
-0.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | +2.8% | +9.5% | -6.7% | +2.1% |
| 30D | -6.9% | +30.7% | -37.6% | -9.0% |
| 3M | -31.8% | +4.2% | -36.1% | -32.3% |
| 6M | -47.0% | +22.1% | -69.1% | -48.1% |
| YTD | -2.1% | +14.1% | -16.2% | -4.0% |
| 1Y | -3.7% | +10.3% | -14.0% | -5.2% |
| 3Y | -23.0% | -7.8% | -15.2% | -23.4% |
| All | -21.3% | -20.8% | -0.4% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling