-47.0%
CLF vs AKAM
-6.8%
-40.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +6.5% | -0.8% | +7.3% | +6.7% |
| 30D | +0.2% | -4.5% | +4.7% | +1.6% |
| 3M | -3.1% | -25.6% | +22.5% | +6.3% |
| 6M | +25.0% | +5.7% | +19.3% | +17.4% |
| YTD | -7.5% | +21.0% | -28.5% | -21.5% |
| 1Y | +11.5% | +33.9% | -22.4% | -11.1% |
| 3Y | -13.7% | +0.9% | -14.6% | -24.0% |
| 5Y | -47.0% | -6.9% | -40.1% | -50.4% |
| All | -47.0% | -6.8% | -40.2% | -50.4% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling