+20.2%
CLF vs AKAM
+16.2%
+4.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.7% | -8.5% | -9.1% |
| 7D | -7.9% | -12.4% | +4.5% | -6.8% |
| 30D | +5.2% | -20.4% | +25.7% | +7.5% |
| 3M | +4.3% | -30.3% | +34.6% | +7.8% |
| 6M | +25.3% | -18.8% | +44.0% | +31.5% |
| YTD | -3.3% | -1.5% | -1.8% | +2.0% |
| 1Y | +20.2% | +19.4% | +0.8% | +24.7% |
| All | +20.2% | +16.2% | +4.0% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling