-67.7%
CLSK vs AFRM
-20.4%
-47.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.1% |
| 7D | +8.8% | -7.0% | +15.8% | +12.4% |
| 30D | -6.0% | -7.8% | +1.8% | -3.3% |
| 3M | -24.4% | +5.3% | -29.7% | -27.0% |
| 6M | +19.0% | +42.6% | -23.6% | -1.0% |
| YTD | +25.4% | -2.8% | +28.2% | +22.7% |
| 1Y | +39.8% | -19.3% | +59.1% | +47.6% |
| 3Y | +177.7% | +231.0% | -53.3% | +42.2% |
| 5Y | -11.0% | -22.2% | +11.2% | -42.7% |
| All | -67.7% | -20.4% | -47.3% | -81.7% |
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