+220.8%
AFRM vs CNI
+21.3%
+199.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.1% | +2.5% | +0.6% | +0.8% |
| 30D | -4.2% | -2.5% | -1.7% | -1.8% |
| 3M | +10.1% | +2.7% | +7.4% | +6.6% |
| 6M | +39.4% | +16.9% | +22.5% | +17.3% |
| YTD | -3.2% | +26.3% | -29.5% | -26.3% |
| 1Y | -16.1% | +31.1% | -47.2% | -39.0% |
| 3Y | +220.8% | +21.1% | +199.7% | +152.1% |
| All | +220.8% | +21.3% | +199.5% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling