+58.1%
CVE vs AFL
+13.7%
+44.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +0.1% | +1.4% | -1.4% | +0.3% |
| 30D | -10.8% | +9.7% | -20.5% | -10.2% |
| 3M | -4.3% | +5.5% | -9.9% | -4.0% |
| 6M | -1.5% | +11.2% | -12.7% | -0.8% |
| YTD | +70.7% | +17.1% | +53.6% | +72.3% |
| 1Y | +58.1% | +14.0% | +44.1% | +59.6% |
| All | +58.1% | +13.7% | +44.4% | +59.6% |
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 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