+3,231.7%
CLS vs AFL
+2,475.8%
+755.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +4.6% | +0.6% | +4.0% | +4.3% |
| 30D | -13.9% | -6.2% | -7.7% | -11.8% |
| 3M | -26.6% | +2.2% | -28.7% | -27.9% |
| 6M | +15.4% | +5.3% | +10.1% | +11.6% |
| YTD | +5.7% | +8.0% | -2.3% | +0.7% |
| 1Y | +41.1% | +10.2% | +30.9% | +32.2% |
| 3Y | +1,228.6% | +67.1% | +1,161.5% | +923.3% |
| 5Y | +3,240.6% | +135.6% | +3,105.1% | +2,122.4% |
| 10Y | +2,760.3% | +299.4% | +2,461.0% | +1,434.5% |
| All | +3,231.7% | +2,475.8% | +755.9% | +687.9% |
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 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