-35.9%
CCI vs AFRM
-20.4%
-15.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -1.7% |
| 7D | -0.4% | -7.0% | +6.6% | 0.0% |
| 30D | +2.7% | -7.8% | +10.5% | +3.1% |
| 3M | -18.2% | +5.3% | -23.5% | -18.7% |
| 6M | -14.8% | +42.6% | -57.4% | -17.0% |
| YTD | -12.6% | -2.8% | -9.8% | -13.1% |
| 1Y | -16.7% | -19.3% | +2.6% | -16.6% |
| 3Y | -10.5% | +231.0% | -241.5% | -22.3% |
| 5Y | -51.4% | -22.2% | -29.2% | -58.4% |
| All | -35.9% | -20.4% | -15.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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