-29.6%
CLS vs AFRM
+8.5%
-38.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.0% | -14.1% | -10.5% |
| 7D | -21.1% | +3.1% | -24.2% | -22.0% |
| 30D | -38.2% | +1.1% | -39.3% | -38.5% |
| 3M | -36.3% | -3.2% | -33.1% | -36.1% |
| 6M | -43.8% | +12.7% | -56.5% | -46.7% |
| YTD | -20.0% | +1.6% | -21.6% | -24.9% |
| 1Y | -29.6% | +5.9% | -35.4% | -34.3% |
| All | -29.6% | +8.5% | -38.1% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling