+562.3%
CEG vs AFRM
+1.3%
+561.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | 0.0% | -2.7% |
| 7D | +1.7% | -8.4% | +10.0% | +2.6% |
| 30D | -10.2% | -18.3% | +8.1% | -8.2% |
| 3M | -0.8% | -12.7% | +11.9% | +0.4% |
| 6M | -11.5% | +3.0% | -14.6% | -12.4% |
| YTD | -23.9% | -11.4% | -12.5% | -23.9% |
| 1Y | -25.4% | -13.3% | -12.1% | -25.4% |
| 3Y | +124.2% | +194.0% | -69.9% | +93.9% |
| All | +562.3% | +1.3% | +561.0% | +456.0% |
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