+61.5%
CF vs AFL
+60.8%
+0.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +4.3% | +10.0% | -5.7% | +2.3% |
| 3M | +2.8% | -1.6% | +4.4% | +3.0% |
| 6M | +0.6% | +10.5% | -9.9% | -1.5% |
| YTD | +56.6% | +14.3% | +42.4% | +52.0% |
| 1Y | +49.6% | +11.4% | +38.2% | +46.1% |
| 3Y | +61.5% | +62.4% | -0.9% | +52.7% |
| All | +61.5% | +60.8% | +0.7% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling