+251.7%
CB vs AFL
+339.8%
-88.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | +2.9% | +2.9% | +0.1% | +1.2% |
| 30D | +7.3% | +8.0% | -0.6% | +2.6% |
| 3M | +9.4% | +5.9% | +3.5% | +5.8% |
| 6M | +19.6% | +11.6% | +8.0% | +12.2% |
| YTD | +21.5% | +17.5% | +3.9% | +10.4% |
| 1Y | +28.0% | +13.3% | +14.7% | +18.8% |
| 3Y | +74.9% | +67.0% | +7.8% | +27.6% |
| 5Y | +108.1% | +150.6% | -42.5% | +18.2% |
| All | +251.7% | +339.8% | -88.1% | +46.1% |
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