-22.7%
CDE vs AFRM
+4.5%
-27.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.1% | -4.0% | -5.3% |
| 7D | +14.0% | -8.4% | +22.4% | +19.5% |
| 30D | -10.7% | -18.3% | +7.5% | -0.2% |
| 3M | -15.8% | -12.7% | -3.1% | -10.2% |
| All | -22.7% | +4.5% | -27.2% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling