-42.4%
CCJ vs AFRM
+0.5%
-42.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.6% | +5.1% |
| 7D | -7.3% | -7.3% | 0.0% | -4.8% |
| 30D | -20.0% | -9.6% | -10.4% | -17.2% |
| 3M | -23.8% | -11.1% | -12.8% | -21.0% |
| 6M | -42.4% | +3.9% | -46.2% | -45.1% |
| All | -42.4% | +0.5% | -42.9% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling