-71.2%
CBRS vs AFRM
+6.6%
-77.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.2% | +12.0% | +10.4% |
| 7D | -17.9% | -7.3% | -10.6% | -15.9% |
| 30D | -48.8% | -9.6% | -39.2% | -47.2% |
| 3M | -57.6% | -11.1% | -46.5% | -56.6% |
| All | -71.2% | +6.6% | -77.7% | -71.3% |
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 · Available span rolling