+157.9%
CB vs AFRM
-16.8%
+174.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +2.0% |
| 7D | +5.3% | +3.1% | +2.2% | +5.2% |
| 30D | +13.2% | +1.1% | +12.1% | +13.2% |
| 3M | +7.8% | -3.2% | +11.0% | +7.7% |
| 6M | +15.8% | +12.7% | +3.1% | +15.4% |
| YTD | +21.0% | +1.6% | +19.4% | +20.7% |
| 1Y | +32.2% | +5.9% | +26.3% | +31.7% |
| 3Y | +76.7% | +237.0% | -160.3% | +69.4% |
| 5Y | +110.4% | -55.1% | +165.5% | +99.5% |
| All | +157.9% | -16.8% | +174.7% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling