-61.3%
CSGP vs AFRM
-53.0%
-8.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.0% | -1.0% | +3.2% |
| 7D | +18.3% | +3.1% | +15.2% | +17.7% |
| 30D | +17.8% | +1.1% | +16.7% | +17.4% |
| 3M | +9.3% | -3.2% | +12.5% | +9.5% |
| 6M | -7.9% | +12.7% | -20.6% | -10.4% |
| YTD | -51.5% | +1.6% | -53.1% | -52.4% |
| 1Y | -53.3% | +5.9% | -59.2% | -54.6% |
| 3Y | -57.9% | +237.0% | -294.9% | -68.6% |
| 5Y | -61.3% | -55.1% | -6.2% | -69.2% |
| All | -61.3% | -53.0% | -8.3% | -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