+54.3%
CDE vs AFRM
-28.4%
+82.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -9.6% | -4.4% | -5.2% | -8.9% |
| 30D | -6.7% | -7.7% | +1.0% | -5.4% |
| 3M | -24.2% | -16.9% | -7.4% | -21.9% |
| 6M | -29.1% | +2.5% | -31.6% | -29.3% |
| YTD | -21.5% | -12.5% | -9.0% | -20.3% |
| 1Y | -7.4% | -11.0% | +3.7% | -6.3% |
| 3Y | +596.3% | +184.6% | +411.7% | +460.6% |
| 5Y | +95.7% | -56.3% | +152.0% | +60.0% |
| All | +54.3% | -28.4% | +82.7% | +22.6% |
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