+645.5%
CCJ vs AFRM
-20.4%
+665.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.5% |
| 7D | +0.7% | -7.0% | +7.7% | +1.8% |
| 30D | +6.9% | -7.8% | +14.7% | +8.1% |
| 3M | -11.6% | +5.3% | -17.0% | -12.5% |
| 6M | -16.2% | +42.6% | -58.9% | -21.2% |
| YTD | +10.1% | -2.8% | +12.9% | +9.2% |
| 1Y | +32.3% | -19.3% | +51.6% | +34.2% |
| 3Y | +171.3% | +231.0% | -59.7% | +102.9% |
| 5Y | +372.4% | -22.2% | +394.6% | +278.1% |
| All | +645.5% | -20.4% | +665.9% | +490.2% |
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 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