-58.3%
AFRM vs CRS
+772.4%
-830.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -7.3% | -1.7% | -5.6% | -6.4% |
| 30D | -9.6% | -28.8% | +19.3% | +8.4% |
| 3M | -11.1% | -50.0% | +38.9% | +31.6% |
| 6M | +3.9% | -39.2% | +43.1% | +33.4% |
| YTD | -8.5% | -11.4% | +2.9% | -11.8% |
| 1Y | +3.3% | -11.7% | +14.9% | -0.4% |
| 3Y | +213.7% | +319.6% | -105.9% | -13.8% |
| All | -58.3% | +772.4% | -830.7% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling