-57.6%
AFRM vs CDW
-8.7%
-48.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.1% | -1.7% | -2.4% |
| 7D | -6.9% | -4.1% | -2.8% | -4.1% |
| 30D | -7.0% | +16.7% | -23.7% | -20.2% |
| 3M | -11.2% | +13.6% | -24.8% | -23.7% |
| 6M | +4.3% | +17.0% | -12.8% | -20.9% |
| YTD | -6.4% | +18.1% | -24.5% | -31.0% |
| 1Y | -2.6% | +10.5% | -13.1% | -21.6% |
| 3Y | +210.6% | -20.9% | +231.5% | +234.5% |
| 5Y | -57.6% | -9.3% | -48.3% | -62.5% |
| All | -57.6% | -8.7% | -48.9% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 5y: compounded portfolio wealth divided by compounded CDW 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…
5y analysis · Full analysis span regression · 6 months rolling