-24.9%
AFRM vs CCEP
+147.6%
-172.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -0.5% |
| 7D | -7.0% | -3.1% | -3.9% | -4.9% |
| 30D | -7.8% | -2.6% | -5.2% | -6.2% |
| 3M | +5.3% | +14.9% | -9.6% | -4.8% |
| 6M | +42.6% | +2.3% | +40.4% | +39.1% |
| YTD | -2.8% | +17.8% | -20.6% | -16.0% |
| 1Y | -19.3% | +24.2% | -43.5% | -33.6% |
| 3Y | +231.0% | +84.7% | +146.2% | +80.8% |
| 5Y | -22.2% | +103.2% | -125.4% | -63.5% |
| All | -24.9% | +147.6% | -172.5% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling