-24.9%
AFRM vs CNI
+19.7%
-44.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.8% |
| 7D | -7.0% | -2.1% | -4.9% | -4.8% |
| 30D | -7.8% | -3.3% | -4.5% | -4.4% |
| 3M | +5.3% | +3.8% | +1.5% | +0.4% |
| 6M | +42.6% | +12.7% | +30.0% | +23.1% |
| YTD | -2.8% | +26.3% | -29.1% | -27.2% |
| 1Y | -19.3% | +29.9% | -49.2% | -41.6% |
| 3Y | +231.0% | +15.9% | +215.0% | +176.0% |
| 5Y | -22.2% | +6.9% | -29.2% | -28.5% |
| All | -24.9% | +19.7% | -44.7% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling