-23.1%
CEG vs AFRM
-10.2%
-12.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.6% | +10.5% |
| 7D | +7.3% | -7.5% | +14.9% | +8.2% |
| 30D | -7.4% | -15.7% | +8.3% | -5.6% |
| 3M | +2.5% | -9.6% | +12.0% | +3.4% |
| 6M | -8.8% | +6.3% | -15.1% | -9.9% |
| YTD | -21.5% | -8.6% | -12.9% | -19.9% |
| All | -23.1% | -10.2% | -12.8% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling