+2,463.6%
CLS vs AFL
+2,704.4%
-240.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | +16.3% | +2.9% | +13.4% | +15.0% |
| 30D | -25.7% | +8.0% | -33.6% | -28.1% |
| 3M | -30.9% | +5.9% | -36.8% | -32.9% |
| 6M | -35.5% | +11.6% | -47.1% | -39.2% |
| YTD | -18.7% | +17.5% | -36.2% | -25.6% |
| 1Y | -17.9% | +13.3% | -31.2% | -23.8% |
| 3Y | +838.1% | +67.0% | +771.1% | +618.8% |
| 5Y | +1,971.9% | +150.6% | +1,821.3% | +1,235.9% |
| 10Y | +1,907.9% | +343.1% | +1,564.8% | +928.8% |
| All | +2,463.6% | +2,704.4% | -240.7% | +482.8% |
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