-34.0%
CLF vs AKAM
-23.4%
-10.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.7% | -5.1% | -0.1% |
| 7D | -19.6% | -10.4% | -9.2% | -17.2% |
| 30D | -5.0% | -20.6% | +15.6% | +0.6% |
| 3M | -6.3% | -29.9% | +23.6% | +2.0% |
| 6M | +2.8% | -31.9% | +34.7% | +11.9% |
| YTD | -13.7% | -4.8% | -8.9% | -19.9% |
| 1Y | +13.6% | +13.8% | -0.2% | -4.1% |
| 3Y | -34.0% | -23.4% | -10.6% | -41.2% |
| All | -34.0% | -23.4% | -10.6% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling