+66.0%
CVE vs AFL
+13.7%
+52.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.8% |
| 7D | -16.1% | +0.1% | -16.3% | -16.1% |
| 30D | -10.4% | +10.0% | -20.4% | -10.0% |
| 3M | -2.4% | -1.6% | -0.8% | -2.6% |
| 6M | -4.4% | +10.5% | -14.9% | -3.7% |
| YTD | +64.9% | +14.3% | +50.7% | +66.1% |
| 1Y | +66.0% | +11.4% | +54.6% | +67.9% |
| All | +66.0% | +13.7% | +52.3% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling