+481.0%
CF vs AFL
+342.1%
+139.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +1.9% |
| 7D | +4.8% | +2.1% | +2.7% | +3.5% |
| 30D | +9.7% | +10.6% | -0.9% | +3.5% |
| 3M | +1.2% | +4.4% | -3.1% | -1.4% |
| 6M | +7.4% | +13.1% | -5.8% | -0.4% |
| YTD | +60.5% | +16.6% | +43.9% | +45.2% |
| 1Y | +50.7% | +13.8% | +36.9% | +38.4% |
| 3Y | +64.8% | +65.7% | -0.9% | +16.2% |
| 5Y | +115.8% | +153.1% | -37.3% | +11.4% |
| 10Y | +481.0% | +335.9% | +145.2% | +123.4% |
| All | +481.0% | +342.1% | +139.0% | +123.4% |
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