-12.9%
CLX vs AFRM
+210.7%
-223.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.8% | +8.4% | +0.8% |
| 7D | +12.4% | -6.9% | +19.4% | +12.7% |
| 30D | +21.1% | -7.0% | +28.1% | +21.3% |
| 3M | -3.3% | -11.2% | +7.9% | -3.1% |
| 6M | +18.8% | +4.3% | +14.6% | +18.7% |
| YTD | +3.9% | -6.4% | +10.3% | +3.9% |
| 1Y | -3.8% | -2.6% | -1.2% | -4.0% |
| All | -12.9% | +210.7% | -223.6% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling