+2,608.6%
CLS vs AFRM
-25.2%
+2,633.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.1% | +8.0% | +7.9% |
| 7D | -10.6% | -7.5% | -3.0% | -9.3% |
| 30D | -38.4% | -15.7% | -22.7% | -36.6% |
| 3M | -29.9% | -9.6% | -20.3% | -28.9% |
| 6M | -40.6% | +6.3% | -46.9% | -41.5% |
| YTD | -24.6% | -8.6% | -16.0% | -24.5% |
| 1Y | -30.8% | -7.6% | -23.2% | -30.8% |
| 3Y | +811.7% | +173.7% | +638.1% | +646.6% |
| 5Y | +1,838.4% | -56.9% | +1,895.3% | +1,506.2% |
| All | +2,608.6% | -25.2% | +2,633.8% | +2,120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling