+62.7%
CCJ vs AFRM
+192.6%
-129.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -0.8% | -4.4% | +3.6% | 0.0% |
| 30D | -13.2% | -7.7% | -5.5% | -12.1% |
| 3M | -27.6% | -16.9% | -10.8% | -25.7% |
| 6M | -38.7% | +2.5% | -41.2% | -39.1% |
| YTD | -22.7% | -12.5% | -10.2% | -22.1% |
| 1Y | -17.6% | -11.0% | -6.5% | -17.3% |
| 3Y | +62.7% | +184.6% | -121.9% | +53.3% |
| All | +62.7% | +192.6% | -129.9% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling