-32.4%
AFRM vs CPB
-37.3%
+4.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -0.7% |
| 7D | -4.4% | -1.6% | -2.8% | -4.6% |
| 30D | -7.7% | +19.2% | -26.8% | -5.4% |
| 3M | -16.9% | -1.0% | -15.9% | -17.0% |
| 6M | +2.5% | +15.2% | -12.7% | +5.2% |
| YTD | -12.5% | -13.1% | +0.6% | -15.0% |
| 1Y | -11.0% | -22.4% | +11.4% | -15.5% |
| 3Y | +184.6% | -35.3% | +219.9% | +160.8% |
| 5Y | -56.3% | -33.0% | -23.3% | -56.1% |
| All | -32.4% | -37.3% | +4.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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