+1,284.2%
CLS vs AFL
+62.8%
+1,221.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.0% |
| 7D | +20.1% | -2.1% | +22.2% | +19.5% |
| 30D | +6.0% | -5.4% | +11.5% | +4.7% |
| 3M | -10.3% | -0.3% | -10.0% | -10.3% |
| 6M | +24.5% | +5.2% | +19.3% | +25.3% |
| YTD | +12.9% | +5.7% | +7.2% | +13.7% |
| 1Y | +36.7% | +10.2% | +26.5% | +37.0% |
| All | +1,284.2% | +62.8% | +1,221.5% | +1,050.2% |
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