-32.4%
AFRM vs CRS
+836.3%
-868.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.3% |
| 7D | -4.4% | +4.8% | -9.2% | -7.0% |
| 30D | -7.7% | -23.2% | +15.5% | +3.6% |
| 3M | -16.9% | -45.5% | +28.6% | +11.4% |
| 6M | +2.5% | -33.1% | +35.6% | +21.1% |
| YTD | -12.5% | -7.2% | -5.3% | -16.6% |
| 1Y | -11.0% | -10.0% | -1.0% | -13.9% |
| 3Y | +184.6% | +332.3% | -147.7% | +4.8% |
| 5Y | -56.3% | +801.9% | -858.2% | -88.3% |
| All | -32.4% | +836.3% | -868.7% | -85.2% |
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