+130.1%
CVE vs AFL
+348.2%
-218.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -10.1% | +0.5% | -10.6% | -10.5% |
| 30D | -12.1% | +9.3% | -21.4% | -18.4% |
| 3M | -1.9% | +1.0% | -2.9% | -3.3% |
| 6M | -1.8% | +11.8% | -13.7% | -11.2% |
| YTD | +65.8% | +15.3% | +50.5% | +44.8% |
| 1Y | +60.8% | +12.1% | +48.8% | +43.6% |
| 3Y | +70.1% | +65.0% | +5.2% | +4.6% |
| 5Y | +134.8% | +149.1% | -14.4% | -2.8% |
| 10Y | +130.1% | +340.9% | -210.8% | -26.8% |
| All | +130.1% | +348.2% | -218.1% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling