+1,350.3%
CRS vs AFL
+133.8%
+1,216.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.6% |
| 7D | -6.8% | -1.6% | -5.1% | -5.7% |
| 30D | -16.1% | -4.0% | -12.1% | -13.8% |
| 3M | -21.2% | -0.5% | -20.7% | -21.6% |
| 6M | +8.7% | +6.5% | +2.2% | +2.0% |
| YTD | +41.0% | +6.2% | +34.8% | +32.0% |
| 1Y | +82.7% | +8.3% | +74.4% | +67.7% |
| 3Y | +604.8% | +62.5% | +542.2% | +332.8% |
| All | +1,350.3% | +133.8% | +1,216.5% | +492.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling