-61.5%
CSGP vs AFRM
-57.5%
-4.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.8% | +6.2% | -0.4% |
| 7D | +13.9% | -6.9% | +20.8% | +15.1% |
| 30D | +16.0% | -7.0% | +23.0% | +17.1% |
| 3M | +6.1% | -11.2% | +17.3% | +7.7% |
| 6M | -8.2% | +4.3% | -12.4% | -9.6% |
| YTD | -52.3% | -6.4% | -45.9% | -52.6% |
| 1Y | -54.5% | -2.6% | -51.9% | -55.2% |
| 3Y | -58.6% | +210.6% | -269.1% | -68.8% |
| 5Y | -61.5% | -57.6% | -3.9% | -69.2% |
| All | -61.5% | -57.5% | -4.0% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling