-29.3%
AFRM vs CNI
+18.9%
-48.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -4.7% |
| 7D | -8.0% | +0.9% | -8.9% | -8.8% |
| 30D | -9.8% | -2.1% | -7.7% | -7.6% |
| 3M | +4.7% | +1.8% | +2.9% | +1.9% |
| 6M | +34.1% | +14.8% | +19.3% | +13.5% |
| YTD | -8.4% | +25.4% | -33.8% | -30.9% |
| 1Y | -22.9% | +32.9% | -55.9% | -45.7% |
| 3Y | +203.3% | +20.2% | +183.1% | +143.0% |
| 5Y | -26.0% | +12.2% | -38.1% | -30.5% |
| All | -29.3% | +18.9% | -48.2% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling