+3,032.4%
CLS vs AKAM
+111.4%
+2,921.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -0.3% |
| 7D | +20.1% | +5.4% | +14.7% | +18.3% |
| 30D | +6.0% | -5.9% | +11.9% | +8.1% |
| 3M | -10.3% | -19.6% | +9.3% | -4.6% |
| 6M | +24.5% | +8.5% | +16.0% | +19.8% |
| YTD | +12.9% | +26.9% | -14.1% | +2.3% |
| 1Y | +36.7% | +41.7% | -5.0% | +18.5% |
| 3Y | +1,328.1% | +5.8% | +1,322.3% | +1,221.9% |
| 5Y | +3,682.3% | -2.3% | +3,684.6% | +3,419.5% |
| All | +3,032.4% | +111.4% | +2,921.0% | +2,204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling