-54.5%
CSGP vs AFRM
-0.6%
-53.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.8% | +6.2% | +0.2% |
| 7D | +13.9% | -6.9% | +20.8% | +15.7% |
| 30D | +16.0% | -7.0% | +23.0% | +17.5% |
| 3M | +6.1% | -11.2% | +17.3% | +8.2% |
| 6M | -8.2% | +4.3% | -12.4% | -10.4% |
| YTD | -52.3% | -6.4% | -45.9% | -54.4% |
| 1Y | -54.5% | -2.6% | -51.9% | -56.9% |
| All | -54.5% | -0.6% | -53.9% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling