-20.9%
AFRM vs CCEP
+105.1%
-126.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -0.3% |
| 7D | -7.0% | -3.1% | -3.9% | -4.7% |
| 30D | -7.8% | -2.6% | -5.2% | -6.0% |
| 3M | +5.3% | +14.9% | -9.6% | -5.8% |
| 6M | +42.6% | +2.3% | +40.4% | +38.7% |
| YTD | -2.8% | +17.8% | -20.6% | -17.5% |
| 1Y | -19.3% | +24.2% | -43.5% | -35.3% |
| 3Y | +231.0% | +84.7% | +146.2% | +62.6% |
| All | -20.9% | +105.1% | -126.0% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling