+223.5%
CB vs AFL
+297.3%
-73.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -0.5% | -2.1% | +1.6% | +0.7% |
| 30D | -3.1% | -5.4% | +2.4% | +0.1% |
| 3M | +4.2% | -0.3% | +4.4% | +4.4% |
| 6M | +4.7% | +5.2% | -0.5% | +1.7% |
| YTD | +8.8% | +5.7% | +3.1% | +5.3% |
| 1Y | +22.6% | +10.2% | +12.4% | +15.7% |
| 3Y | +70.6% | +63.4% | +7.2% | +26.0% |
| 5Y | +99.4% | +133.0% | -33.6% | +18.2% |
| 10Y | +223.5% | +299.5% | -76.1% | +44.3% |
| All | +223.5% | +297.3% | -73.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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