+86.2%
CL vs AKAM
+31.6%
+54.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | +11.2% | -12.0% | -1.7% |
| 30D | +9.5% | -13.4% | +22.8% | +10.5% |
| 3M | +6.6% | -29.5% | +36.1% | +9.5% |
| 6M | +13.2% | -42.1% | +55.4% | +18.1% |
| YTD | +26.9% | -0.8% | +27.7% | +22.3% |
| 1Y | +27.6% | -3.9% | +31.5% | +23.5% |
| 3Y | +39.1% | -21.9% | +61.0% | +36.1% |
| 5Y | +41.3% | -22.4% | +63.7% | +36.8% |
| All | +86.2% | +31.6% | +54.6% | +67.5% |
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