-36.2%
CLS vs AFRM
+7.5%
-43.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.9% | +5.6% | +7.5% |
| 7D | +2.8% | -10.3% | +13.0% | +7.0% |
| 30D | -30.1% | -13.7% | -16.4% | -26.4% |
| 3M | -21.7% | -11.6% | -10.2% | -18.6% |
| 6M | -36.2% | +2.1% | -38.3% | -38.4% |
| All | -36.2% | +7.5% | -43.8% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling