+72.1%
CVE vs AFL
+66.2%
+5.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | -12.0% | +8.6% | -20.6% | -13.9% |
| 3M | -3.8% | +5.3% | -9.1% | -5.1% |
| 6M | -2.7% | +10.0% | -12.8% | -5.4% |
| YTD | +73.6% | +16.5% | +57.1% | +65.4% |
| 1Y | +62.0% | +12.7% | +49.3% | +56.1% |
| All | +72.1% | +66.2% | +5.9% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling