-29.6%
AFRM vs CNI
+24.5%
-54.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.2% |
| 7D | -10.3% | -1.1% | -9.2% | -9.1% |
| 30D | -13.7% | +7.6% | -21.3% | -20.0% |
| 3M | -11.6% | +1.6% | -13.1% | -12.9% |
| 6M | +2.1% | +16.6% | -14.5% | -13.9% |
| YTD | -8.9% | +31.3% | -40.1% | -34.5% |
| 1Y | -9.7% | +35.2% | -44.9% | -37.3% |
| 3Y | +202.5% | +21.5% | +181.0% | +139.4% |
| 5Y | -55.3% | +8.5% | -63.8% | -60.2% |
| All | -29.6% | +24.5% | -54.1% | -35.0% |
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