+3,613.0%
AFL vs CNI
+6,457.9%
-2,844.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | +0.1% |
| 7D | -3.3% | -1.1% | -2.2% | -2.7% |
| 30D | -5.0% | -3.5% | -1.4% | -3.2% |
| 3M | -1.8% | +2.2% | -4.0% | -3.2% |
| 6M | +4.8% | +15.1% | -10.2% | -4.0% |
| YTD | +5.4% | +24.7% | -19.3% | -8.1% |
| 1Y | +9.0% | +33.4% | -24.4% | -8.9% |
| 3Y | +63.0% | +19.5% | +43.5% | +41.4% |
| 5Y | +134.5% | +12.6% | +122.0% | +105.8% |
| 10Y | +298.6% | +134.7% | +163.9% | +123.5% |
| All | +3,613.0% | +6,457.9% | -2,844.9% | +453.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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