+102.5%
CFG vs AFRM
-23.1%
+125.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.3% |
| 7D | +1.5% | -7.0% | +8.5% | +2.5% |
| 30D | -3.8% | -7.8% | +4.0% | -2.9% |
| 3M | +11.5% | +5.3% | +6.2% | +10.1% |
| 6M | +19.2% | +42.6% | -23.5% | +12.0% |
| YTD | +23.7% | -2.8% | +26.5% | +22.4% |
| 1Y | +38.8% | -19.3% | +58.2% | +40.1% |
| 3Y | +178.9% | +231.0% | -52.1% | +121.2% |
| All | +102.5% | -23.1% | +125.6% | +57.1% |
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