-3.7%
CNC vs AFRM
-25.0%
+21.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.6% | -0.7% |
| 7D | -4.9% | -8.0% | +3.1% | -4.7% |
| 30D | -3.8% | -9.8% | +6.0% | -3.6% |
| 3M | -3.2% | +4.7% | -7.9% | -3.4% |
| 6M | +47.9% | +34.1% | +13.7% | +46.8% |
| YTD | +55.7% | -8.4% | +64.1% | +55.6% |
| 1Y | +106.2% | -22.9% | +129.2% | +106.5% |
| 3Y | -2.1% | +203.3% | -205.4% | -6.0% |
| 5Y | +3.4% | -26.0% | +29.4% | -3.5% |
| All | -3.7% | -25.0% | +21.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling