+1,914.6%
CLS vs AKAM
+29.8%
+1,884.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.0% | -5.0% |
| 7D | +16.3% | +2.8% | +13.5% | +15.3% |
| 30D | -25.7% | -6.9% | -18.8% | -24.1% |
| 3M | -30.9% | -31.8% | +1.0% | -22.7% |
| 6M | -35.5% | -47.0% | +11.5% | -22.7% |
| YTD | -18.7% | -2.1% | -16.6% | -20.7% |
| 1Y | -17.9% | -3.7% | -14.2% | -19.6% |
| 3Y | +838.1% | -23.0% | +861.1% | +851.7% |
| 5Y | +1,971.9% | -23.4% | +1,995.3% | +1,968.0% |
| All | +1,914.6% | +29.8% | +1,884.7% | +1,615.7% |
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