+9,832.2%
CRS vs AFL
+18,474.8%
-8,642.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -0.5% | -2.1% | +1.6% | +0.4% |
| 30D | -18.1% | -5.4% | -12.7% | -16.1% |
| 3M | -12.4% | -0.3% | -12.2% | -12.7% |
| 6M | +15.9% | +5.2% | +10.7% | +12.6% |
| YTD | +45.8% | +5.7% | +40.1% | +41.1% |
| 1Y | +87.8% | +10.2% | +77.5% | +78.1% |
| 3Y | +648.7% | +63.4% | +585.3% | +495.1% |
| 5Y | +1,416.6% | +133.0% | +1,283.6% | +948.3% |
| 10Y | +1,412.7% | +299.5% | +1,113.2% | +792.7% |
| All | +9,832.2% | +18,474.8% | -8,642.6% | +3,209.7% |
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