+157.0%
CCJ vs AFRM
-58.9%
+215.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.6% | +4.7% |
| 7D | -7.3% | -7.3% | 0.0% | -6.1% |
| 30D | -20.0% | -9.6% | -10.4% | -18.6% |
| 3M | -23.8% | -11.1% | -12.8% | -22.6% |
| 6M | -42.4% | +3.9% | -46.2% | -43.1% |
| YTD | -22.1% | -8.5% | -13.6% | -22.1% |
| 1Y | -20.8% | +3.3% | -24.1% | -22.7% |
| 3Y | +75.7% | +213.7% | -138.0% | +29.4% |
| All | +157.0% | -58.9% | +215.9% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling