-55.3%
AFRM vs CPB
-33.9%
-21.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +2.8% |
| 7D | -10.3% | -4.1% | -6.2% | -10.6% |
| 30D | -13.7% | +16.9% | -30.7% | -12.3% |
| 3M | -11.6% | -0.6% | -11.0% | -11.6% |
| 6M | +2.1% | +11.4% | -9.3% | +3.9% |
| YTD | -8.9% | -14.8% | +6.0% | -11.3% |
| 1Y | -9.7% | -24.8% | +15.0% | -14.0% |
| 3Y | +202.5% | -36.6% | +239.1% | +178.6% |
| 5Y | -55.3% | -33.3% | -22.0% | -52.6% |
| All | -55.3% | -33.9% | -21.4% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling