-29.4%
AFRM vs CCEP
+175.1%
-204.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.9% |
| 7D | -7.5% | +1.7% | -9.2% | -8.6% |
| 30D | -15.7% | +12.7% | -28.4% | -22.6% |
| 3M | -9.6% | +8.5% | -18.1% | -14.9% |
| 6M | +6.3% | +25.6% | -19.3% | -10.2% |
| YTD | -8.6% | +30.9% | -39.5% | -26.7% |
| 1Y | -7.6% | +32.0% | -39.6% | -26.5% |
| 3Y | +173.7% | +110.9% | +62.7% | +34.8% |
| 5Y | -56.9% | +138.5% | -195.3% | -81.6% |
| All | -29.4% | +175.1% | -204.5% | -69.6% |
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