+37.6%
CL vs AKAM
-23.4%
+61.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.7% | -8.9% | -2.1% |
| 7D | +1.3% | -10.4% | +11.7% | +1.2% |
| 30D | +11.4% | -20.6% | +31.9% | +11.2% |
| 3M | +4.4% | -29.9% | +34.3% | +4.3% |
| 6M | +10.8% | -31.9% | +42.7% | +10.4% |
| YTD | +25.1% | -4.8% | +29.9% | +23.0% |
| 1Y | +28.0% | +13.8% | +14.1% | +24.8% |
| 3Y | +37.6% | -23.4% | +61.0% | +29.7% |
| All | +37.6% | -23.4% | +61.0% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling