+46.0%
CMS vs AFRM
-23.4%
+69.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | -0.3% |
| 7D | +1.7% | -6.9% | +8.6% | +1.8% |
| 30D | +8.6% | -7.0% | +15.6% | +8.7% |
| 3M | -0.5% | -11.2% | +10.8% | -0.4% |
| 6M | -4.2% | +4.3% | -8.4% | -4.3% |
| YTD | +3.4% | -6.4% | +9.9% | +3.4% |
| 1Y | +0.4% | -2.6% | +3.0% | +0.2% |
| 3Y | +38.2% | +210.6% | -172.3% | +33.8% |
| 5Y | +35.4% | -57.6% | +93.0% | +27.5% |
| All | +46.0% | -23.4% | +69.3% | +37.0% |
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