+146.0%
CCL vs AFRM
+167.0%
-21.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.7% |
| 7D | +5.8% | -8.4% | +14.2% | +8.6% |
| 30D | +17.3% | -18.3% | +35.5% | +24.1% |
| 3M | +11.3% | -12.7% | +24.0% | +15.1% |
| 6M | +18.5% | +3.0% | +15.4% | +16.4% |
| YTD | +2.8% | -11.4% | +14.2% | +3.7% |
| 1Y | +16.7% | -13.3% | +30.1% | +17.8% |
| 3Y | +146.0% | +194.0% | -48.0% | +67.8% |
| All | +146.0% | +167.0% | -21.0% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling