-36.5%
CLX vs AFRM
-25.1%
-11.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | +13.6% | -7.3% | +20.9% | +13.8% |
| 30D | +23.4% | -9.6% | +32.9% | +23.6% |
| 3M | -2.8% | -11.1% | +8.2% | -2.6% |
| 6M | +14.0% | +3.9% | +10.1% | +13.8% |
| YTD | +4.2% | -8.5% | +12.7% | +4.1% |
| 1Y | -1.2% | +3.3% | -4.4% | -1.5% |
| 3Y | -12.7% | +213.7% | -226.4% | -16.0% |
| 5Y | -26.5% | -58.5% | +32.0% | -31.3% |
| All | -36.5% | -25.1% | -11.4% | -40.8% |
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