-25.2%
AFRM vs CLBK
+61.3%
-86.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +3.1% | +1.1% | +1.9% | +2.3% |
| 30D | -4.2% | +7.8% | -12.0% | -9.3% |
| 3M | +10.1% | +23.9% | -13.8% | -6.0% |
| 6M | +39.4% | +42.3% | -2.9% | +8.0% |
| YTD | -3.2% | +65.4% | -68.5% | -33.2% |
| 1Y | -16.1% | +70.3% | -86.4% | -43.8% |
| 3Y | +220.8% | +54.5% | +166.3% | +136.3% |
| 5Y | -17.7% | +43.1% | -60.8% | -32.0% |
| All | -25.2% | +61.3% | -86.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling