+16.7%
CCL vs AFRM
-13.0%
+29.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.8% |
| 7D | +5.8% | -8.4% | +14.2% | +9.2% |
| 30D | +17.3% | -18.3% | +35.5% | +25.4% |
| 3M | +11.3% | -12.7% | +24.0% | +15.8% |
| 6M | +18.5% | +3.0% | +15.4% | +16.2% |
| YTD | +2.8% | -11.4% | +14.2% | -1.9% |
| 1Y | +16.7% | -13.3% | +30.1% | +13.9% |
| All | +16.7% | -13.0% | +29.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling