-24.8%
CCL vs AKAM
+35.6%
-60.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -5.0% | -2.1% | -3.0% | -4.9% |
| 30D | -20.3% | -13.9% | -6.4% | -19.6% |
| 3M | -15.1% | -33.8% | +18.7% | -12.8% |
| 6M | -15.1% | +2.2% | -17.3% | -15.0% |
| YTD | -21.8% | +20.6% | -42.4% | -27.0% |
| 1Y | -24.8% | +36.3% | -61.1% | -32.3% |
| All | -24.8% | +35.6% | -60.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 1y: compounded portfolio wealth divided by compounded AKAM 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…
1y analysis · Full analysis span regression · 6 months rolling