+574.3%
CF vs AFL
+294.8%
+279.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.7% |
| 7D | -0.9% | -0.7% | -0.2% | -0.5% |
| 30D | +18.1% | -7.1% | +25.2% | +23.0% |
| 3M | +23.4% | +0.4% | +22.9% | +22.7% |
| 6M | +17.1% | +4.5% | +12.6% | +13.5% |
| YTD | +76.2% | +6.1% | +70.2% | +68.6% |
| 1Y | +62.3% | +10.6% | +51.7% | +51.3% |
| 3Y | +71.8% | +64.0% | +7.8% | +21.1% |
| 5Y | +234.6% | +133.7% | +100.8% | +80.5% |
| 10Y | +574.3% | +298.0% | +276.2% | +167.6% |
| All | +574.3% | +294.8% | +279.5% | +167.6% |
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