+5,760.6%
CRM vs AFL
+830.9%
+4,929.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -4.4% | -1.6% | -2.8% | -3.8% |
| 30D | +28.1% | -4.0% | +32.2% | +30.1% |
| 3M | +48.8% | -0.5% | +49.3% | +49.0% |
| 6M | +28.3% | +6.5% | +21.7% | +24.7% |
| YTD | -6.0% | +6.2% | -12.2% | -8.7% |
| 1Y | +1.4% | +8.3% | -6.8% | -2.5% |
| 3Y | +11.8% | +62.5% | -50.7% | -10.0% |
| 5Y | -2.0% | +136.2% | -138.2% | -32.9% |
| 10Y | +239.6% | +301.4% | -61.8% | +75.3% |
| All | +5,760.6% | +830.9% | +4,929.7% | +1,959.3% |
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