-25.0%
CEG vs AFRM
+3.1%
-28.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.8% | +5.4% | -1.1% |
| 7D | -9.4% | -6.9% | -2.5% | -8.3% |
| 30D | -20.2% | -7.0% | -13.3% | -19.2% |
| 3M | -9.5% | -11.2% | +1.8% | -7.8% |
| 6M | -25.0% | +4.3% | -29.2% | -28.1% |
| All | -25.0% | +3.1% | -28.1% | -28.1% |
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