+22.6%
CRCL vs AFRM
+31.9%
-9.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.2% |
| 7D | +17.1% | -7.0% | +24.1% | +21.2% |
| 30D | +61.3% | -7.8% | +69.1% | +67.3% |
| 3M | +12.7% | +5.3% | +7.4% | +7.9% |
| 6M | -3.1% | +42.6% | -45.7% | -22.3% |
| YTD | +28.7% | -2.8% | +31.5% | +25.8% |
| 1Y | -13.1% | -19.3% | +6.2% | -7.8% |
| All | +22.6% | +31.9% | -9.3% | -0.8% |
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 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