+173.7%
AFRM vs CCEP
+108.8%
+64.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -7.5% | +1.7% | -9.2% | -7.9% |
| 30D | -15.7% | +12.7% | -28.4% | -18.0% |
| 3M | -9.6% | +8.5% | -18.1% | -11.4% |
| 6M | +6.3% | +25.6% | -19.3% | +1.5% |
| YTD | -8.6% | +30.9% | -39.5% | -14.7% |
| 1Y | -7.6% | +32.0% | -39.6% | -14.0% |
| 3Y | +173.7% | +110.9% | +62.7% | +126.9% |
| All | +173.7% | +108.8% | +64.9% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling