+2,398.7%
CLS vs AFRM
-23.4%
+2,422.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -7.8% | -5.2% | -11.7% |
| 7D | -27.3% | -6.9% | -20.4% | -26.4% |
| 30D | -47.0% | -7.0% | -40.1% | -46.3% |
| 3M | -43.3% | -11.2% | -32.1% | -42.3% |
| 6M | -50.8% | +4.3% | -55.0% | -51.4% |
| YTD | -30.4% | -6.4% | -24.0% | -30.6% |
| 1Y | -41.7% | -2.6% | -39.1% | -42.3% |
| 3Y | +701.4% | +210.6% | +490.8% | +544.2% |
| 5Y | +1,767.8% | -57.6% | +1,825.3% | +1,444.7% |
| All | +2,398.7% | -23.4% | +2,422.0% | +1,940.5% |
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