+2,953.7%
CLS vs AFL
+300.4%
+2,653.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +5.0% | -3.3% | +8.3% | +6.7% |
| 30D | +4.8% | -5.0% | +9.8% | +7.3% |
| 3M | -10.4% | -1.8% | -8.6% | -10.5% |
| 6M | +20.8% | +4.8% | +16.0% | +15.7% |
| YTD | +10.0% | +5.4% | +4.6% | +4.3% |
| 1Y | +28.5% | +9.0% | +19.5% | +18.2% |
| 3Y | +1,292.2% | +63.0% | +1,229.2% | +854.3% |
| 5Y | +3,616.8% | +134.5% | +3,482.3% | +1,868.7% |
| All | +2,953.7% | +300.4% | +2,653.3% | +1,120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling