+126.9%
CNP vs AFRM
-25.2%
+152.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.3% | -7.5% | +3.2% | -4.1% |
| 30D | +5.7% | -15.7% | +21.4% | +6.1% |
| 3M | +0.9% | -9.6% | +10.5% | +1.1% |
| 6M | -1.1% | +6.3% | -7.3% | -1.4% |
| YTD | +8.3% | -8.6% | +16.9% | +8.1% |
| 1Y | +5.9% | -7.6% | +13.5% | +5.7% |
| 3Y | +64.6% | +173.7% | -109.0% | +56.6% |
| 5Y | +74.6% | -56.9% | +131.5% | +62.3% |
| All | +126.9% | -25.2% | +152.0% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling