-82.4%
CLSK vs AFRM
-25.4%
-57.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +3.9% |
| 7D | +1.6% | -10.3% | +11.9% | +7.3% |
| 30D | -32.9% | -13.7% | -19.2% | -28.3% |
| 3M | -40.0% | -11.6% | -28.5% | -37.6% |
| 6M | -51.7% | +2.1% | -53.8% | -53.1% |
| YTD | -31.7% | -8.9% | -22.9% | -31.6% |
| 1Y | -50.8% | -9.7% | -41.1% | -50.5% |
| 3Y | +84.8% | +202.5% | -117.7% | +0.4% |
| 5Y | -67.8% | -55.3% | -12.5% | -76.4% |
| All | -82.4% | -25.4% | -57.1% | -89.8% |
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