+57.1%
CVE vs AFL
+12.8%
+44.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.6% |
| 7D | -10.1% | +0.5% | -10.6% | -10.0% |
| 30D | -12.1% | +9.3% | -21.4% | -11.7% |
| 3M | -1.9% | +1.0% | -2.9% | -1.9% |
| 6M | -1.8% | +11.8% | -13.7% | -0.9% |
| YTD | +65.8% | +15.3% | +50.5% | +67.0% |
| All | +57.1% | +12.8% | +44.2% | +59.0% |
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