+835.9%
CDE vs AFRM
+221.8%
+614.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.6% |
| 7D | +2.3% | +3.1% | -0.8% | +1.5% |
| 30D | +18.8% | -4.2% | +23.0% | +20.0% |
| 3M | +23.5% | +10.1% | +13.4% | +20.7% |
| 6M | -8.6% | +39.4% | -48.1% | -15.6% |
| YTD | +16.0% | -3.2% | +19.2% | +15.6% |
| 1Y | +42.1% | -16.1% | +58.1% | +44.2% |
| 3Y | +835.9% | +220.8% | +615.1% | +580.3% |
| All | +835.9% | +221.8% | +614.1% | +580.3% |
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