-19.3%
AFRM vs CNI
+29.8%
-49.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -7.0% | -2.1% | -4.9% | -6.2% |
| 30D | -7.8% | -3.3% | -4.5% | -6.6% |
| 3M | +5.3% | +3.8% | +1.5% | +3.4% |
| 6M | +42.6% | +12.7% | +30.0% | +32.9% |
| YTD | -2.8% | +26.3% | -29.1% | -15.6% |
| 1Y | -19.3% | +29.9% | -49.2% | -31.8% |
| All | -19.3% | +29.8% | -49.1% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling