+431.2%
CCJ vs AFRM
-27.6%
+458.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.9% |
| 7D | +5.0% | -5.5% | +10.5% | +6.0% |
| 30D | -16.7% | -15.5% | -1.2% | -14.4% |
| 3M | -27.5% | -10.3% | -17.2% | -26.5% |
| 6M | -38.6% | +0.6% | -39.2% | -38.9% |
| YTD | -21.5% | -11.5% | -10.0% | -21.1% |
| 1Y | -22.3% | -16.6% | -5.7% | -21.3% |
| 3Y | +69.9% | +193.5% | -123.7% | +30.7% |
| 5Y | +163.6% | -55.8% | +219.4% | +125.6% |
| All | +431.2% | -27.6% | +458.8% | +326.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling