-29.4%
AFRM vs CRS
+880.5%
-909.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.7% | -9.8% | -5.1% |
| 7D | -7.5% | +4.9% | -12.5% | -10.1% |
| 30D | -15.7% | -20.8% | +5.1% | -6.9% |
| 3M | -9.6% | -46.4% | +36.8% | +22.3% |
| 6M | +6.3% | -28.6% | +34.8% | +21.2% |
| YTD | -8.6% | -2.8% | -5.8% | -14.9% |
| 1Y | -7.6% | -6.7% | -0.9% | -12.1% |
| 3Y | +173.7% | +368.0% | -194.4% | -3.6% |
| 5Y | -56.9% | +852.9% | -909.8% | -88.7% |
| All | -29.4% | +880.5% | -909.9% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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