-34.0%
CCL vs AKAM
+29.8%
-63.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | -1.2% | +2.8% | -4.0% | -2.0% |
| 30D | +13.1% | -6.9% | +20.0% | +14.8% |
| 3M | +3.4% | -31.8% | +35.2% | +13.6% |
| 6M | +18.7% | -47.0% | +65.7% | +39.1% |
| YTD | -2.3% | -2.1% | -0.1% | -10.3% |
| 1Y | +14.2% | -3.7% | +17.9% | +5.4% |
| 3Y | +133.6% | -23.0% | +156.6% | +125.4% |
| 5Y | +33.5% | -23.4% | +56.9% | +26.6% |
| All | -34.0% | +29.8% | -63.9% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling