+132.5%
CNP vs AFL
+300.4%
-167.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.2% | -3.3% | +1.1% | -0.4% |
| 30D | -2.1% | -5.0% | +2.9% | +0.6% |
| 3M | -7.9% | -1.8% | -6.2% | -7.2% |
| 6M | -8.3% | +4.8% | -13.2% | -10.9% |
| YTD | +3.8% | +5.4% | -1.7% | +0.2% |
| 1Y | +5.9% | +9.0% | -3.1% | +0.2% |
| 3Y | +49.3% | +63.0% | -13.8% | +9.0% |
| 5Y | +69.3% | +134.5% | -65.2% | -3.5% |
| All | +132.5% | +300.4% | -167.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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