-29.4%
AFRM vs CNI
+18.2%
-47.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | +0.3% |
| 7D | -8.5% | -1.1% | -7.4% | -7.4% |
| 30D | -11.4% | -3.5% | -7.8% | -7.8% |
| 3M | +8.2% | +2.2% | +6.0% | +4.9% |
| 6M | +36.6% | +15.1% | +21.5% | +15.3% |
| YTD | -8.7% | +24.7% | -33.3% | -30.7% |
| 1Y | -19.9% | +33.4% | -53.3% | -43.8% |
| 3Y | +202.6% | +19.5% | +183.1% | +143.8% |
| 5Y | -45.0% | +12.6% | -57.6% | -47.9% |
| All | -29.4% | +18.2% | -47.7% | -31.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling