+61.8%
CVE vs AFL
+720.2%
-658.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.7% |
| 7D | -16.1% | +0.1% | -16.3% | -16.3% |
| 30D | -10.4% | +10.0% | -20.4% | -16.7% |
| 3M | -2.4% | -1.6% | -0.8% | -1.9% |
| 6M | -4.4% | +10.5% | -14.9% | -12.1% |
| YTD | +64.9% | +14.3% | +50.7% | +46.6% |
| 1Y | +66.0% | +11.4% | +54.6% | +50.2% |
| 3Y | +57.7% | +62.4% | -4.8% | +3.3% |
| 5Y | +144.7% | +144.8% | -0.1% | +14.6% |
| 10Y | +139.2% | +356.2% | -216.9% | -25.1% |
| All | +61.8% | +720.2% | -658.4% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling