+101.0%
CB vs AFRM
-23.1%
+124.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.9% |
| 7D | +0.5% | -7.0% | +7.4% | +0.6% |
| 30D | -3.1% | -7.8% | +4.7% | -3.0% |
| 3M | +9.0% | +5.3% | +3.6% | +8.8% |
| 6M | +2.9% | +42.6% | -39.8% | +1.9% |
| YTD | +10.1% | -2.8% | +12.9% | +9.9% |
| 1Y | +22.8% | -19.3% | +42.1% | +22.9% |
| 3Y | +73.8% | +231.0% | -157.2% | +64.9% |
| All | +101.0% | -23.1% | +124.1% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling