+67.8%
CF vs AFL
+67.6%
+0.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | +4.8% | +2.9% | +1.9% | +4.2% |
| 30D | +4.7% | +8.0% | -3.2% | +3.0% |
| 3M | +7.4% | +5.9% | +1.5% | +6.1% |
| 6M | +0.6% | +11.6% | -11.0% | -1.8% |
| YTD | +64.1% | +17.5% | +46.6% | +58.3% |
| 1Y | +51.4% | +13.3% | +38.1% | +47.3% |
| 3Y | +67.8% | +67.0% | +0.8% | +57.8% |
| All | +67.8% | +67.6% | +0.2% | +57.8% |
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