-30.5%
CLX vs AFRM
-28.4%
-2.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +9.5% | -4.4% | +13.9% | +9.6% |
| 30D | +30.7% | -7.7% | +38.4% | +30.9% |
| 3M | +4.2% | -16.9% | +21.1% | +4.6% |
| 6M | +22.1% | +2.5% | +19.6% | +22.0% |
| YTD | +14.1% | -12.5% | +26.6% | +14.1% |
| 1Y | +10.3% | -11.0% | +21.3% | +10.3% |
| 3Y | -7.8% | +184.6% | -192.4% | -11.1% |
| 5Y | -20.8% | -56.3% | +35.5% | -25.9% |
| All | -30.5% | -28.4% | -2.1% | -35.2% |
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