-32.4%
AFRM vs CPAY
+69.2%
-101.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -2.5% |
| 7D | -4.4% | +1.6% | -6.0% | -5.9% |
| 30D | -7.7% | +17.6% | -25.3% | -22.7% |
| 3M | -16.9% | +8.7% | -25.6% | -24.5% |
| 6M | +2.5% | +39.5% | -37.1% | -29.2% |
| YTD | -12.5% | +53.6% | -66.1% | -49.1% |
| 1Y | -11.0% | +63.3% | -74.3% | -52.1% |
| 3Y | +184.6% | +101.7% | +82.9% | +4.9% |
| 5Y | -56.3% | +91.4% | -147.7% | -81.4% |
| All | -32.4% | +69.2% | -101.6% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling