+0.6%
AFRM vs CNI
+16.8%
-16.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -5.5% | +1.0% | -6.5% | -6.0% |
| 30D | -15.5% | +7.5% | -22.9% | -17.6% |
| 3M | -10.3% | +1.7% | -12.0% | -10.8% |
| 6M | +0.6% | +15.4% | -14.8% | -13.9% |
| All | +0.6% | +16.8% | -16.2% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling