+0.8%
CNC vs AFRM
-20.4%
+21.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.4% |
| 7D | +3.5% | -7.0% | +10.5% | +3.7% |
| 30D | +0.1% | -7.8% | +7.9% | +0.2% |
| 3M | +6.9% | +5.3% | +1.6% | +6.8% |
| 6M | +49.0% | +42.6% | +6.4% | +47.7% |
| YTD | +62.9% | -2.8% | +65.7% | +62.6% |
| 1Y | +134.0% | -19.3% | +153.3% | +134.1% |
| 3Y | +9.4% | +231.0% | -221.6% | +4.8% |
| 5Y | +4.1% | -22.2% | +26.4% | -2.9% |
| All | +0.8% | -20.4% | +21.2% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling