+2,411.3%
CLS vs AFRM
-25.1%
+2,436.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.9% |
| 7D | -22.2% | -7.3% | -14.9% | -21.1% |
| 30D | -44.4% | -9.6% | -34.8% | -43.4% |
| 3M | -34.3% | -11.1% | -23.2% | -33.2% |
| 6M | -50.1% | +3.9% | -53.9% | -50.7% |
| YTD | -30.1% | -8.5% | -21.6% | -30.0% |
| 1Y | -39.3% | +3.3% | -42.6% | -40.6% |
| 3Y | +732.7% | +213.7% | +519.0% | +569.1% |
| 5Y | +1,777.2% | -58.5% | +1,835.7% | +1,458.4% |
| All | +2,411.3% | -25.1% | +2,436.4% | +1,958.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling