-12.1%
CTSH vs AFRM
-58.9%
+46.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.5% |
| 7D | -0.6% | -7.3% | +6.7% | +0.1% |
| 30D | +13.4% | -9.6% | +23.0% | +14.4% |
| 3M | +14.4% | -11.1% | +25.5% | +15.5% |
| 6M | +27.7% | +3.9% | +23.9% | +26.1% |
| YTD | -20.6% | -8.5% | -12.1% | -21.0% |
| 1Y | -9.1% | +3.3% | -12.4% | -10.9% |
| 3Y | +3.1% | +213.7% | -210.6% | -15.3% |
| All | -12.1% | -58.9% | +46.8% | -26.5% |
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