-65.7%
CSGP vs AFRM
-25.1%
-40.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -4.4% |
| 7D | +1.3% | -7.3% | +8.6% | +2.3% |
| 30D | +10.7% | -9.6% | +20.2% | +12.0% |
| 3M | +3.3% | -11.1% | +14.3% | +4.7% |
| 6M | -10.3% | +3.9% | -14.2% | -11.5% |
| YTD | -54.6% | -8.5% | -46.1% | -54.6% |
| 1Y | -54.6% | +3.3% | -57.9% | -55.6% |
| 3Y | -60.3% | +213.7% | -274.1% | -68.6% |
| 5Y | -63.3% | -58.5% | -4.8% | -70.5% |
| All | -65.7% | -25.1% | -40.7% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling