-11.0%
AFRM vs CCEP
+30.9%
-42.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | -4.4% | +2.1% | -6.5% | -4.5% |
| 30D | -7.7% | +10.6% | -18.2% | -8.2% |
| 3M | -16.9% | +10.3% | -27.2% | -17.5% |
| 6M | +2.5% | +31.1% | -28.6% | +6.2% |
| YTD | -12.5% | +32.1% | -44.6% | -8.5% |
| 1Y | -11.0% | +32.8% | -43.9% | -7.4% |
| All | -11.0% | +30.9% | -42.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling