+49.6%
CCL vs AFRM
-23.4%
+72.9%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.8% | +2.3% | -3.5% |
| 7D | +2.6% | -6.9% | +9.5% | +4.6% |
| 30D | +11.3% | -7.0% | +18.3% | +13.3% |
| 3M | +0.3% | -11.2% | +11.5% | +2.9% |
| 6M | +16.1% | +4.3% | +11.9% | +13.8% |
| YTD | -1.6% | -6.4% | +4.9% | -1.8% |
| 1Y | +11.8% | -2.6% | +14.4% | +9.5% |
| 3Y | +139.6% | +210.6% | -71.0% | +57.7% |
| 5Y | +21.3% | -57.6% | +78.9% | -19.7% |
| All | +49.6% | -23.4% | +72.9% | -9.2% |
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 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