+83.5%
CLF vs AKAM
+25.2%
+58.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.3% | +0.6% | +3.6% |
| 7D | -9.1% | -3.3% | -5.8% | -8.0% |
| 30D | -0.9% | -21.7% | +20.8% | +6.5% |
| 3M | +3.0% | -28.8% | +31.8% | +13.3% |
| 6M | +16.7% | -43.3% | +60.0% | +37.3% |
| YTD | -3.2% | -4.1% | +0.9% | -9.6% |
| 1Y | +24.6% | -3.9% | +28.5% | +16.1% |
| 3Y | -22.3% | -24.4% | +2.1% | -23.2% |
| 5Y | -41.2% | -23.8% | -17.4% | -42.8% |
| 10Y | +83.5% | +26.4% | +57.1% | +33.4% |
| All | +83.5% | +25.2% | +58.3% | +33.4% |
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 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