+127.6%
CLF vs AKAM
+108.8%
+18.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -3.1% |
| 7D | -2.7% | +5.4% | -8.0% | -4.3% |
| 30D | -3.2% | -5.9% | +2.7% | -1.6% |
| 3M | -5.0% | -19.6% | +14.7% | +0.8% |
| 6M | +26.6% | +8.5% | +18.1% | +19.3% |
| YTD | -9.0% | +26.9% | -35.9% | -21.2% |
| 1Y | +11.8% | +41.7% | -29.9% | -7.8% |
| 3Y | -15.1% | +5.8% | -20.9% | -23.8% |
| 5Y | -48.2% | -2.3% | -45.9% | -52.9% |
| 10Y | +127.6% | +111.0% | +16.6% | +42.1% |
| All | +127.6% | +108.8% | +18.8% | +42.1% |
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