-13.9%
CTSH vs AFRM
-20.4%
+6.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -3.4% |
| 7D | -2.7% | -7.0% | +4.3% | -2.1% |
| 30D | +12.4% | -7.8% | +20.2% | +13.1% |
| 3M | +17.4% | +5.3% | +12.1% | +16.4% |
| 6M | -3.1% | +42.6% | -45.7% | -6.9% |
| YTD | -23.6% | -2.8% | -20.8% | -24.1% |
| 1Y | -10.8% | -19.3% | +8.5% | -10.4% |
| 3Y | -8.3% | +231.0% | -239.3% | -23.0% |
| 5Y | -11.3% | -22.2% | +10.9% | -26.2% |
| All | -13.9% | -20.4% | +6.5% | -28.6% |
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