+15.0%
CCL vs AKAM
-21.2%
+36.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | +16.5% | -14.7% | +31.2% | +19.0% |
| 3M | +11.2% | -25.7% | +36.9% | +15.6% |
| 6M | +22.6% | -43.4% | +65.9% | +32.1% |
| YTD | +2.6% | -0.7% | +3.2% | -0.5% |
| 1Y | +17.0% | -4.3% | +21.3% | +14.1% |
| 3Y | +145.5% | -21.7% | +167.3% | +145.2% |
| 5Y | +36.1% | -20.7% | +56.8% | +36.0% |
| 10Y | -29.4% | +32.4% | -61.9% | -35.8% |
| All | +15.0% | -21.2% | +36.2% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling