+229.9%
AFRM vs CCEP
+85.5%
+144.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.7% |
| 7D | -7.0% | -3.1% | -3.9% | -6.1% |
| 30D | -7.8% | -2.6% | -5.2% | -7.1% |
| 3M | +5.3% | +14.9% | -9.6% | +1.6% |
| 6M | +42.6% | +2.3% | +40.4% | +42.2% |
| YTD | -2.8% | +17.8% | -20.6% | -8.6% |
| 1Y | -19.3% | +24.2% | -43.5% | -26.1% |
| All | +229.9% | +85.5% | +144.4% | +101.2% |
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