-51.4%
CLF vs AKAM
-22.7%
-28.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.7% | -5.1% | -0.6% |
| 7D | -19.6% | -10.4% | -9.2% | -16.6% |
| 30D | -5.0% | -20.6% | +15.6% | +2.1% |
| 3M | -6.3% | -29.9% | +23.6% | +4.2% |
| 6M | +2.8% | -31.9% | +34.7% | +13.6% |
| YTD | -13.7% | -4.8% | -8.9% | -21.6% |
| 1Y | +13.6% | +13.8% | -0.2% | -7.1% |
| 3Y | -34.0% | -23.4% | -10.6% | -36.4% |
| All | -51.4% | -22.7% | -28.7% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling