+2,820.3%
CLS vs AFRM
-28.4%
+2,848.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.2% |
| 7D | +16.3% | -4.4% | +20.7% | +17.2% |
| 30D | -25.7% | -7.7% | -18.0% | -24.6% |
| 3M | -30.9% | -16.9% | -14.0% | -28.9% |
| 6M | -35.5% | +2.5% | -38.0% | -36.1% |
| YTD | -18.7% | -12.5% | -6.2% | -18.0% |
| 1Y | -17.9% | -11.0% | -6.9% | -17.5% |
| 3Y | +838.1% | +184.6% | +653.5% | +667.0% |
| 5Y | +1,971.9% | -56.3% | +2,028.2% | +1,626.2% |
| All | +2,820.3% | -28.4% | +2,848.7% | +2,312.3% |
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 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