+151.6%
CB vs AFRM
-25.1%
+176.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | +0.2% | -7.3% | +7.5% | +0.4% |
| 30D | +9.1% | -9.6% | +18.6% | +9.2% |
| 3M | +3.4% | -11.1% | +14.5% | +3.5% |
| 6M | +14.1% | +3.9% | +10.2% | +13.9% |
| YTD | +18.0% | -8.5% | +26.5% | +17.9% |
| 1Y | +30.1% | +3.3% | +26.9% | +29.6% |
| 3Y | +71.8% | +213.7% | -142.0% | +64.8% |
| 5Y | +101.8% | -58.5% | +160.4% | +91.7% |
| All | +151.6% | -25.1% | +176.7% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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