-16.6%
AFRM vs CRS
-7.1%
-9.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | -5.5% | +7.4% | -12.9% | -6.9% |
| 30D | -15.5% | -21.2% | +5.7% | -11.7% |
| 3M | -10.3% | -43.3% | +33.0% | +0.8% |
| 6M | +0.6% | -29.4% | +30.0% | +6.3% |
| YTD | -11.5% | -4.7% | -6.9% | -11.6% |
| 1Y | -16.6% | -9.6% | -7.0% | -14.9% |
| All | -16.6% | -7.1% | -9.5% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling