+73.0%
CF vs AFL
+67.4%
+5.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.0% |
| 7D | +6.0% | +0.6% | +5.4% | +5.9% |
| 30D | +14.8% | -6.2% | +21.0% | +16.4% |
| 3M | +14.1% | +2.2% | +11.9% | +13.4% |
| 6M | +28.5% | +5.3% | +23.3% | +27.1% |
| YTD | +74.9% | +8.0% | +67.0% | +71.5% |
| 1Y | +61.7% | +10.2% | +51.5% | +57.7% |
| All | +73.0% | +67.4% | +5.6% | +45.9% |
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