+346.1%
CCJ vs AFRM
-23.1%
+369.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | +0.7% | -7.0% | +7.7% | +1.9% |
| 30D | +6.9% | -7.8% | +14.7% | +8.2% |
| 3M | -11.6% | +5.3% | -17.0% | -12.6% |
| 6M | -16.2% | +42.6% | -58.9% | -21.6% |
| YTD | +10.1% | -2.8% | +12.9% | +9.2% |
| 1Y | +32.3% | -19.3% | +51.6% | +34.3% |
| 3Y | +171.3% | +231.0% | -59.7% | +97.3% |
| All | +346.1% | -23.1% | +369.2% | +260.2% |
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