+492.8%
CEG vs AFRM
+7.0%
+485.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.8% | +5.4% | -1.6% |
| 7D | -9.4% | -6.9% | -2.5% | -8.7% |
| 30D | -20.2% | -7.0% | -13.3% | -19.7% |
| 3M | -9.5% | -11.2% | +1.8% | -8.6% |
| 6M | -25.0% | +4.3% | -29.2% | -25.9% |
| YTD | -31.9% | -6.4% | -25.5% | -32.4% |
| 1Y | -33.7% | -2.6% | -31.1% | -34.6% |
| 3Y | +108.7% | +210.6% | -101.9% | +79.1% |
| All | +492.8% | +7.0% | +485.7% | +394.5% |
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