+5,967.0%
CF vs AFL
+773.3%
+5,193.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.8% |
| 7D | +6.0% | +0.6% | +5.4% | +5.7% |
| 30D | +14.8% | -6.2% | +21.0% | +18.1% |
| 3M | +14.1% | +2.2% | +11.9% | +12.7% |
| 6M | +28.5% | +5.3% | +23.3% | +25.0% |
| YTD | +74.9% | +8.0% | +67.0% | +67.7% |
| 1Y | +61.7% | +10.2% | +51.5% | +53.4% |
| 3Y | +80.3% | +67.1% | +13.3% | +38.0% |
| 5Y | +226.0% | +135.6% | +90.4% | +109.2% |
| 10Y | +569.9% | +299.4% | +270.5% | +236.0% |
| All | +5,967.0% | +773.3% | +5,193.6% | +2,014.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling