+74.7%
CNP vs AFL
+151.4%
-76.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.5% | +0.2% | +2.2% | +2.3% |
| 30D | +4.0% | +8.6% | -4.6% | +0.8% |
| 3M | +1.6% | +5.3% | -3.7% | -0.4% |
| 6M | -1.7% | +10.0% | -11.7% | -5.3% |
| YTD | +8.6% | +16.5% | -7.9% | +2.2% |
| 1Y | +5.8% | +12.7% | -6.9% | +0.8% |
| 3Y | +63.0% | +65.5% | -2.5% | +31.3% |
| 5Y | +74.7% | +148.5% | -73.8% | +12.8% |
| All | +74.7% | +151.4% | -76.7% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling