+32.3%
CCJ vs AFRM
-15.0%
+47.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.8% |
| 7D | +0.7% | -7.0% | +7.7% | +2.4% |
| 30D | +6.9% | -7.8% | +14.7% | +8.7% |
| 3M | -11.6% | +5.3% | -17.0% | -13.1% |
| 6M | -16.2% | +42.6% | -58.9% | -22.3% |
| YTD | +10.1% | -2.8% | +12.9% | +9.2% |
| 1Y | +32.3% | -19.3% | +51.6% | +38.1% |
| All | +32.3% | -15.0% | +47.3% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling