+37.9%
CL vs AFRM
-16.8%
+54.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.0% | -1.7% | +3.3% |
| 7D | +7.7% | +3.1% | +4.6% | +7.7% |
| 30D | +15.2% | +1.1% | +14.1% | +15.2% |
| 3M | +7.3% | -3.2% | +10.6% | +7.3% |
| 6M | +17.0% | +12.7% | +4.3% | +17.0% |
| YTD | +28.0% | +1.6% | +26.4% | +28.0% |
| 1Y | +32.1% | +5.9% | +26.3% | +32.1% |
| 3Y | +41.5% | +237.0% | -195.5% | +40.8% |
| 5Y | +43.9% | -55.1% | +99.0% | +40.0% |
| All | +37.9% | -16.8% | +54.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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