+3,542.1%
CLS vs AKAM
-6.8%
+3,548.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.3% | +5.5% |
| 7D | +12.8% | -0.8% | +13.6% | +13.1% |
| 30D | +3.8% | -4.5% | +8.3% | +5.7% |
| 3M | -14.6% | -25.6% | +10.9% | -6.3% |
| 6M | +32.2% | +5.7% | +26.5% | +27.9% |
| YTD | +11.6% | +21.0% | -9.4% | +0.7% |
| 1Y | +35.1% | +33.9% | +1.2% | +15.6% |
| 3Y | +1,312.5% | +0.9% | +1,311.7% | +1,201.3% |
| 5Y | +3,542.1% | -6.9% | +3,548.9% | +3,614.0% |
| All | +3,542.1% | -6.8% | +3,548.8% | +3,614.0% |
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