+625.5%
CDE vs AFRM
+167.0%
+458.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.1% | -4.0% | -6.2% |
| 7D | +14.0% | -8.4% | +22.4% | +16.7% |
| 30D | -10.7% | -18.3% | +7.5% | -5.7% |
| 3M | -15.8% | -12.7% | -3.1% | -12.9% |
| 6M | -17.5% | +3.0% | -20.6% | -18.0% |
| YTD | -14.1% | -11.4% | -2.8% | -12.6% |
| 1Y | +2.9% | -13.3% | +16.3% | +5.0% |
| 3Y | +625.5% | +194.0% | +431.4% | +388.3% |
| All | +625.5% | +167.0% | +458.5% | +388.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling