+2.7%
AKAM vs CRL
+1,379.5%
-1,376.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | -13.9% | +10.7% | -24.6% | -16.8% |
| 3M | -33.8% | +55.3% | -89.1% | -43.2% |
| 6M | +2.2% | +60.7% | -58.5% | -14.4% |
| YTD | +20.6% | +44.6% | -24.0% | +3.7% |
| 1Y | +36.3% | +77.7% | -41.4% | +8.7% |
| 3Y | -0.1% | +37.6% | -37.8% | -18.8% |
| 5Y | -7.5% | -35.8% | +28.3% | -5.8% |
| 10Y | +90.2% | +241.7% | -151.6% | -3.4% |
| All | +2.7% | +1,379.5% | -1,376.8% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling