-67.5%
CLSK vs AFRM
-25.2%
-42.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +1.7% | -8.5% | +10.2% | +5.9% |
| 30D | +11.1% | -11.4% | +22.5% | +16.2% |
| 3M | -14.1% | +8.2% | -22.3% | -18.4% |
| 6M | +32.9% | +36.6% | -3.7% | +12.9% |
| YTD | +26.5% | -8.7% | +35.1% | +27.3% |
| 1Y | +27.6% | -19.9% | +47.5% | +35.3% |
| 3Y | +190.9% | +202.6% | -11.7% | +55.0% |
| 5Y | -0.4% | -45.0% | +44.6% | -30.0% |
| All | -67.5% | -25.2% | -42.3% | -81.0% |
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