-65.3%
CSGP vs AFRM
-20.4%
-44.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.1% |
| 7D | -4.1% | -7.0% | +2.9% | -3.2% |
| 30D | +2.3% | -7.8% | +10.1% | +3.4% |
| 3M | -8.2% | +5.3% | -13.5% | -9.2% |
| 6M | -35.1% | +42.6% | -77.7% | -38.5% |
| YTD | -54.0% | -2.8% | -51.2% | -54.4% |
| 1Y | -65.3% | -19.3% | -46.0% | -65.0% |
| 3Y | -62.6% | +231.0% | -293.5% | -70.7% |
| 5Y | -64.8% | -22.2% | -42.6% | -72.5% |
| All | -65.3% | -20.4% | -44.9% | -73.4% |
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