-31.6%
AFRM vs CCEP
+175.2%
-206.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -8.4% | +5.4% | -13.7% | -11.6% |
| 30D | -18.3% | +12.8% | -31.0% | -25.0% |
| 3M | -12.7% | +10.9% | -23.6% | -19.0% |
| 6M | +3.0% | +25.6% | -22.6% | -13.0% |
| YTD | -11.4% | +31.0% | -42.4% | -29.0% |
| 1Y | -13.3% | +32.3% | -45.6% | -31.2% |
| 3Y | +194.0% | +110.5% | +83.5% | +45.1% |
| 5Y | -50.6% | +141.8% | -192.4% | -79.0% |
| All | -31.6% | +175.2% | -206.8% | -70.6% |
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