+639.5%
CEG vs AFRM
+11.1%
+628.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +5.2% |
| 7D | +8.0% | -7.0% | +15.0% | +8.8% |
| 30D | +12.9% | -7.8% | +20.7% | +13.9% |
| 3M | +13.2% | +5.3% | +7.9% | +12.1% |
| 6M | -7.0% | +42.6% | -49.6% | -11.4% |
| YTD | -15.0% | -2.8% | -12.2% | -15.8% |
| 1Y | -2.7% | -19.3% | +16.6% | -2.0% |
| 3Y | +184.1% | +231.0% | -46.9% | +141.8% |
| All | +639.5% | +11.1% | +628.3% | +515.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling