+57.3%
CL vs AKAM
+108.8%
-51.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.9% |
| 7D | -2.3% | +5.4% | -7.7% | -2.8% |
| 30D | -5.5% | -5.9% | +0.4% | -5.0% |
| 3M | +0.8% | -19.6% | +20.5% | +2.7% |
| 6M | -4.2% | +8.5% | -12.7% | -6.8% |
| YTD | +13.4% | +26.9% | -13.5% | +7.5% |
| 1Y | +7.1% | +41.7% | -34.6% | -0.2% |
| 3Y | +29.0% | +5.8% | +23.2% | +22.9% |
| 5Y | +28.3% | -2.3% | +30.6% | +22.4% |
| 10Y | +57.3% | +111.0% | -53.6% | +36.5% |
| All | +57.3% | +108.8% | -51.5% | +36.5% |
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