-83.1%
CLSK vs AFRM
-28.4%
-54.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | +8.0% | -4.4% | +12.4% | +10.3% |
| 30D | -27.9% | -7.7% | -20.3% | -25.4% |
| 3M | -42.3% | -16.9% | -25.4% | -37.9% |
| 6M | -50.0% | +2.5% | -52.5% | -51.5% |
| YTD | -34.3% | -12.5% | -21.8% | -33.0% |
| 1Y | -44.5% | -11.0% | -33.5% | -43.8% |
| 3Y | +74.5% | +184.6% | -110.0% | -2.6% |
| 5Y | -69.0% | -56.3% | -12.7% | -76.9% |
| All | -83.1% | -28.4% | -54.7% | -90.0% |
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