+156.2%
CMI vs AFRM
+235.6%
-79.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +3.1% |
| 7D | -0.7% | -7.0% | +6.2% | +0.1% |
| 30D | -13.4% | -7.8% | -5.6% | -12.7% |
| 3M | -17.0% | +5.3% | -22.3% | -17.9% |
| 6M | -1.6% | +42.6% | -44.3% | -7.0% |
| YTD | +11.0% | -2.8% | +13.8% | +9.7% |
| 1Y | +41.9% | -19.3% | +61.2% | +42.7% |
| All | +156.2% | +235.6% | -79.3% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling