+3.1%
CNC vs AFRM
-25.2%
+28.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +3.0% | -7.5% | +10.6% | +3.2% |
| 30D | +4.9% | -15.7% | +20.6% | +5.2% |
| 3M | +4.2% | -9.6% | +13.8% | +4.4% |
| 6M | +22.5% | +6.3% | +16.2% | +22.2% |
| YTD | +66.6% | -8.6% | +75.2% | +66.4% |
| 1Y | +82.5% | -7.6% | +90.1% | +82.2% |
| 3Y | -4.1% | +173.7% | -177.7% | -7.7% |
| 5Y | -8.3% | -56.9% | +48.6% | -16.8% |
| All | +3.1% | -25.2% | +28.2% | -3.3% |
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