-23.3%
CRCL vs AFRM
+20.0%
-43.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.3% |
| 7D | -8.1% | -5.5% | -2.7% | -5.1% |
| 30D | -24.3% | -15.5% | -8.8% | -16.8% |
| 3M | -10.5% | -10.3% | -0.2% | -5.4% |
| 6M | -48.4% | +0.6% | -49.0% | -49.4% |
| YTD | -19.5% | -11.5% | -8.0% | -17.0% |
| 1Y | -26.0% | -16.6% | -9.4% | -21.6% |
| All | -23.3% | +20.0% | -43.4% | -34.6% |
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