+101.9%
CFG vs AFRM
-23.4%
+125.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.8% | +4.7% | -2.2% |
| 7D | -2.2% | -6.9% | +4.8% | -1.3% |
| 30D | +0.4% | -7.0% | +7.4% | +1.2% |
| 3M | -12.6% | -11.2% | -1.4% | -11.6% |
| 6M | +0.6% | +4.3% | -3.6% | -0.8% |
| YTD | +12.4% | -6.4% | +18.9% | +11.6% |
| 1Y | +27.7% | -2.6% | +30.3% | +25.7% |
| 3Y | +172.4% | +210.6% | -38.2% | +126.4% |
| 5Y | +64.0% | -57.6% | +121.5% | +31.0% |
| All | +101.9% | -23.4% | +125.2% | +61.9% |
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