-32.4%
AFRM vs CCEP
+177.6%
-210.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -2.1% |
| 7D | -4.4% | +2.1% | -6.5% | -5.7% |
| 30D | -7.7% | +10.6% | -18.2% | -14.0% |
| 3M | -16.9% | +10.3% | -27.2% | -22.6% |
| 6M | +2.5% | +31.1% | -28.6% | -16.0% |
| YTD | -12.5% | +32.1% | -44.6% | -30.3% |
| 1Y | -11.0% | +32.8% | -43.9% | -29.5% |
| 3Y | +184.6% | +111.3% | +73.2% | +40.3% |
| 5Y | -56.3% | +147.5% | -203.8% | -81.6% |
| All | -32.4% | +177.6% | -210.0% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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