+5.7%
AKAM vs CRL
+38.7%
-32.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.7% | +5.0% |
| 7D | +5.4% | -4.6% | +10.0% | +6.2% |
| 30D | -5.9% | +0.5% | -6.4% | -6.0% |
| 3M | -19.6% | +46.6% | -66.3% | -25.1% |
| 6M | +8.5% | +57.3% | -48.8% | -1.1% |
| YTD | +26.9% | +39.5% | -12.6% | +18.5% |
| 1Y | +41.7% | +76.9% | -35.2% | +25.2% |
| All | +5.7% | +38.7% | -32.9% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling