+100.6%
CB vs AFL
+148.4%
-47.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -1.0% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | +6.5% | +9.3% | -2.8% | +0.9% |
| 3M | +4.1% | +1.0% | +3.1% | +3.4% |
| 6M | +14.4% | +11.8% | +2.6% | +7.0% |
| YTD | +17.5% | +15.3% | +2.2% | +7.8% |
| 1Y | +27.5% | +12.1% | +15.5% | +19.0% |
| 3Y | +71.6% | +65.0% | +6.6% | +25.1% |
| 5Y | +100.6% | +149.1% | -48.5% | +4.3% |
| All | +100.6% | +148.4% | -47.8% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling