-29.3%
AFRM vs CPAY
+48.6%
-77.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.2% |
| 7D | -8.0% | -2.5% | -5.5% | -5.6% |
| 30D | -9.8% | +1.3% | -11.1% | -10.9% |
| 3M | +4.7% | +13.5% | -8.8% | -9.1% |
| 6M | +34.1% | +24.7% | +9.4% | +3.0% |
| YTD | -8.4% | +34.9% | -43.4% | -38.5% |
| 1Y | -22.9% | +29.7% | -52.6% | -46.8% |
| 3Y | +203.3% | +49.4% | +153.9% | +66.1% |
| 5Y | -26.0% | +53.5% | -79.4% | -63.4% |
| All | -29.3% | +48.6% | -77.9% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling