+423.1%
CL vs AKAM
-4.3%
+427.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.2% | -2.1% | -0.1% | -2.1% |
| 30D | -4.8% | -13.9% | +9.1% | -4.3% |
| 3M | +4.9% | -33.8% | +38.7% | +6.4% |
| 6M | -5.7% | +2.2% | -7.9% | -6.3% |
| YTD | +14.4% | +20.6% | -6.2% | +12.7% |
| 1Y | +8.7% | +36.3% | -27.6% | +6.6% |
| 3Y | +30.0% | -0.1% | +30.1% | +28.4% |
| 5Y | +28.4% | -7.5% | +35.9% | +26.8% |
| 10Y | +50.1% | +90.2% | -40.1% | +43.9% |
| All | +423.1% | -4.3% | +427.4% | +323.6% |
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