+34.0%
CCL vs AFRM
-55.6%
+89.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.4% | -3.5% |
| 7D | -0.3% | -5.5% | +5.1% | +1.4% |
| 30D | +10.3% | -15.5% | +25.8% | +16.0% |
| 3M | +6.6% | -10.3% | +16.9% | +9.6% |
| 6M | +20.0% | +0.6% | +19.4% | +18.5% |
| YTD | -1.9% | -11.5% | +9.7% | -0.7% |
| 1Y | +10.4% | -16.6% | +27.0% | +13.1% |
| 3Y | +134.8% | +193.5% | -58.7% | +41.0% |
| 5Y | +34.0% | -55.8% | +89.8% | -9.8% |
| All | +34.0% | -55.6% | +89.6% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling