+145.1%
CCL vs AFRM
+203.8%
-58.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +2.6% | -7.3% | +9.9% | +4.9% |
| 30D | +13.1% | -9.6% | +22.7% | +16.1% |
| 3M | +3.3% | -11.1% | +14.3% | +6.1% |
| 6M | +8.7% | +3.9% | +4.9% | +6.6% |
| YTD | -1.6% | -8.5% | +6.9% | -1.6% |
| 1Y | +14.0% | +3.3% | +10.7% | +9.7% |
| 3Y | +145.1% | +213.7% | -68.6% | +97.2% |
| All | +145.1% | +203.8% | -58.6% | +97.2% |
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 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