-27.7%
AFRM vs CCEP
+174.6%
-202.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.3% | -9.1% | -8.7% |
| 7D | -6.9% | +5.7% | -12.6% | -10.5% |
| 30D | -7.0% | +15.3% | -22.3% | -16.0% |
| 3M | -11.2% | +8.0% | -19.2% | -16.1% |
| 6M | +4.3% | +26.7% | -22.5% | -12.6% |
| YTD | -6.4% | +30.7% | -37.1% | -24.9% |
| 1Y | -2.6% | +36.5% | -39.1% | -24.5% |
| 3Y | +210.6% | +111.1% | +99.4% | +52.7% |
| 5Y | -57.6% | +149.7% | -207.3% | -81.9% |
| All | -27.7% | +174.6% | -202.3% | -68.9% |
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 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