+427.7%
CCJ vs AFRM
-25.1%
+452.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.6% | +4.7% |
| 7D | -7.3% | -7.3% | 0.0% | -6.2% |
| 30D | -20.0% | -9.6% | -10.4% | -18.7% |
| 3M | -23.8% | -11.1% | -12.8% | -22.7% |
| 6M | -42.4% | +3.9% | -46.2% | -43.0% |
| YTD | -22.1% | -8.5% | -13.6% | -22.1% |
| 1Y | -20.8% | +3.3% | -24.1% | -22.6% |
| 3Y | +75.7% | +213.7% | -138.0% | +33.5% |
| 5Y | +167.4% | -58.5% | +226.0% | +129.5% |
| All | +427.7% | -25.1% | +452.7% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling