+7,236.4%
CB vs AFL
+9,893.2%
-2,656.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -1.0% | +1.4% | -2.5% | -1.6% |
| 30D | +7.3% | +9.7% | -2.4% | +3.3% |
| 3M | +7.0% | +5.5% | +1.5% | +4.7% |
| 6M | +16.3% | +11.2% | +5.1% | +11.5% |
| YTD | +19.7% | +17.1% | +2.7% | +12.2% |
| 1Y | +27.8% | +14.0% | +13.8% | +21.1% |
| 3Y | +72.0% | +66.3% | +5.7% | +38.7% |
| 5Y | +104.9% | +152.7% | -47.8% | +39.0% |
| 10Y | +246.7% | +341.3% | -94.6% | +85.7% |
| All | +7,236.4% | +9,893.2% | -2,656.8% | +1,568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling