-29.6%
CLS vs AFL
+18.6%
-48.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.0% | -10.1% | -7.7% |
| 7D | -21.1% | +2.9% | -24.1% | -17.9% |
| 30D | -38.2% | +11.5% | -49.7% | -28.5% |
| 3M | -36.3% | +0.6% | -36.9% | -34.8% |
| 6M | -43.8% | +11.7% | -55.5% | -33.5% |
| YTD | -20.0% | +15.4% | -35.4% | +1.0% |
| 1Y | -29.6% | +17.6% | -47.2% | -7.9% |
| All | -29.6% | +18.6% | -48.2% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling