+487.0%
CF vs AFL
+348.2%
+138.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -0.9% | +0.5% | -1.4% | -1.2% |
| 30D | +6.9% | +9.3% | -2.4% | +1.5% |
| 3M | +4.8% | +1.0% | +3.9% | +3.9% |
| 6M | +4.7% | +11.8% | -7.2% | -2.3% |
| YTD | +56.5% | +15.3% | +41.2% | +42.5% |
| 1Y | +48.4% | +12.1% | +36.4% | +37.5% |
| 3Y | +59.1% | +65.0% | -5.8% | +12.4% |
| 5Y | +109.5% | +149.1% | -39.6% | +9.1% |
| 10Y | +487.0% | +340.9% | +146.1% | +119.6% |
| All | +487.0% | +348.2% | +138.8% | +119.6% |
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