+2,953.7%
CLS vs AKAM
+104.5%
+2,849.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.6% |
| 7D | +5.0% | +0.6% | +4.4% | +4.8% |
| 30D | +4.8% | -8.2% | +13.0% | +7.7% |
| 3M | -10.4% | -17.6% | +7.2% | -5.3% |
| 6M | +20.8% | +2.5% | +18.3% | +18.2% |
| YTD | +10.0% | +22.8% | -12.8% | +0.7% |
| 1Y | +28.5% | +39.6% | -11.1% | +11.9% |
| 3Y | +1,292.2% | +2.3% | +1,289.9% | +1,201.3% |
| 5Y | +3,616.8% | -4.3% | +3,621.1% | +3,381.9% |
| All | +2,953.7% | +104.5% | +2,849.2% | +2,169.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling