+361.9%
CLF vs AKAM
-4.3%
+366.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +7.6% | -2.1% | +9.7% | +8.0% |
| 30D | -1.2% | -13.9% | +12.8% | +1.6% |
| 3M | -13.4% | -33.8% | +20.4% | -6.6% |
| 6M | +15.4% | +2.2% | +13.2% | +13.0% |
| YTD | -5.9% | +20.6% | -26.5% | -11.9% |
| 1Y | +18.8% | +36.3% | -17.5% | +8.3% |
| 3Y | -19.4% | -0.1% | -19.3% | -22.4% |
| 5Y | -47.7% | -7.5% | -40.2% | -49.0% |
| 10Y | +130.4% | +90.2% | +40.2% | +90.9% |
| All | +361.9% | -4.3% | +366.3% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling