+13.7%
CLF vs AKAM
+34.2%
-20.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +6.5% | -0.8% | +7.3% | +6.6% |
| 30D | +0.2% | -4.5% | +4.7% | +0.8% |
| 3M | -3.1% | -25.6% | +22.5% | 0.0% |
| 6M | +25.0% | +5.7% | +19.3% | +29.0% |
| YTD | -7.5% | +21.0% | -28.5% | -8.0% |
| All | +13.7% | +34.2% | -20.5% | +9.0% |
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