-17.7%
AFRM vs CNI
+11.4%
-29.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.1% | +2.5% | +0.6% | 0.0% |
| 30D | -4.2% | -2.5% | -1.7% | -1.0% |
| 3M | +10.1% | +2.7% | +7.4% | +5.3% |
| 6M | +39.4% | +16.9% | +22.5% | +10.8% |
| YTD | -3.2% | +26.3% | -29.5% | -32.3% |
| 1Y | -16.1% | +31.1% | -47.2% | -44.6% |
| 3Y | +220.8% | +21.1% | +199.7% | +133.7% |
| 5Y | -17.7% | +11.0% | -28.7% | -24.4% |
| All | -17.7% | +11.4% | -29.1% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling