+49.7%
CI vs AFRM
-23.4%
+73.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.8% | +6.6% | -1.2% |
| 7D | +1.0% | -6.9% | +8.0% | +1.1% |
| 30D | +9.9% | -7.0% | +16.9% | +10.0% |
| 3M | +12.1% | -11.2% | +23.3% | +12.2% |
| 6M | +10.6% | +4.3% | +6.3% | +10.4% |
| YTD | +11.4% | -6.4% | +17.8% | +11.3% |
| 1Y | +18.8% | -2.6% | +21.4% | +18.5% |
| 3Y | +2.9% | +210.6% | -207.7% | -0.2% |
| 5Y | +54.5% | -57.6% | +112.1% | +43.2% |
| All | +49.7% | -23.4% | +73.1% | +42.9% |
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