+3,695.3%
CLS vs AFRM
-20.4%
+3,715.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.3% |
| 7D | +4.6% | -7.0% | +11.5% | +5.7% |
| 30D | -13.9% | -7.8% | -6.1% | -12.9% |
| 3M | -26.6% | +5.3% | -31.9% | -27.4% |
| 6M | +15.4% | +42.6% | -27.2% | +8.2% |
| YTD | +5.7% | -2.8% | +8.5% | +4.8% |
| 1Y | +41.1% | -19.3% | +60.4% | +43.2% |
| 3Y | +1,228.6% | +231.0% | +997.6% | +951.5% |
| 5Y | +3,240.6% | -22.2% | +3,262.9% | +2,534.9% |
| All | +3,695.3% | -20.4% | +3,715.7% | +2,981.3% |
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 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