+18.8%
CCL vs AFRM
-20.4%
+39.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.8% |
| 7D | -5.0% | -7.0% | +1.9% | -3.3% |
| 30D | -20.3% | -7.8% | -12.5% | -18.8% |
| 3M | -15.1% | +5.3% | -20.5% | -16.6% |
| 6M | -15.1% | +42.6% | -57.8% | -23.1% |
| YTD | -21.8% | -2.8% | -19.0% | -22.5% |
| 1Y | -24.8% | -19.3% | -5.5% | -23.1% |
| 3Y | +51.9% | +231.0% | -179.1% | -2.5% |
| 5Y | +4.0% | -22.2% | +26.3% | -34.0% |
| All | +18.8% | -20.4% | +39.3% | -28.4% |
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