+1,886.0%
CNP vs AFL
+20,558.3%
-18,672.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +1.3% | +2.9% | -1.6% | +0.6% |
| 30D | +3.8% | +8.0% | -4.1% | +2.0% |
| 3M | +2.4% | +5.9% | -3.5% | +0.9% |
| 6M | -1.2% | +11.6% | -12.8% | -3.7% |
| YTD | +9.3% | +17.5% | -8.3% | +5.0% |
| 1Y | +6.4% | +13.3% | -6.8% | +3.2% |
| 3Y | +66.4% | +67.0% | -0.7% | +46.4% |
| 5Y | +75.7% | +150.6% | -75.0% | +40.3% |
| 10Y | +145.1% | +343.1% | -197.9% | +73.4% |
| All | +1,886.0% | +20,558.3% | -18,672.3% | +736.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling