+127.2%
CDE vs AFRM
-21.4%
+148.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.3% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | +9.5% | -2.7% | +12.1% | +9.9% |
| 3M | +25.5% | +7.4% | +18.0% | +24.0% |
| 6M | -7.9% | +40.7% | -48.6% | -12.9% |
| YTD | +15.6% | -4.0% | +19.6% | +15.6% |
| 1Y | +34.0% | -12.2% | +46.3% | +34.9% |
| 3Y | +791.9% | +203.1% | +588.8% | +603.8% |
| 5Y | +197.7% | -42.2% | +240.0% | +136.4% |
| All | +127.2% | -21.4% | +148.6% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling