-12.2%
CTSH vs AFRM
-55.1%
+42.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.5% |
| 7D | +1.8% | -8.4% | +10.2% | +2.7% |
| 30D | +9.8% | -18.3% | +28.1% | +11.9% |
| 3M | +12.1% | -12.7% | +24.8% | +13.3% |
| 6M | +27.4% | +3.0% | +24.4% | +25.9% |
| YTD | -20.3% | -11.4% | -8.9% | -20.4% |
| 1Y | -8.8% | -13.3% | +4.5% | -8.9% |
| 3Y | +4.0% | +194.0% | -190.0% | -13.9% |
| 5Y | -12.2% | -50.6% | +38.4% | -26.5% |
| All | -12.2% | -55.1% | +42.9% | -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