+39.5%
CI vs AFRM
-20.4%
+60.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.3% |
| 7D | +1.3% | -7.0% | +8.3% | +1.4% |
| 30D | +4.4% | -7.8% | +12.2% | +4.5% |
| 3M | +0.7% | +5.3% | -4.7% | +0.5% |
| 6M | +0.3% | +42.6% | -42.3% | -0.3% |
| YTD | +3.8% | -2.8% | +6.6% | +3.7% |
| 1Y | -5.5% | -19.3% | +13.8% | -5.5% |
| 3Y | +8.1% | +231.0% | -222.9% | +4.7% |
| 5Y | +42.8% | -22.2% | +65.0% | +35.2% |
| All | +39.5% | -20.4% | +60.0% | +33.1% |
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 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