+127.6%
CNP vs AFRM
-27.6%
+155.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | +2.5% | -5.5% | +7.9% | +2.6% |
| 30D | +4.0% | -15.5% | +19.5% | +4.4% |
| 3M | +1.6% | -10.3% | +11.9% | +1.8% |
| 6M | -1.7% | +0.6% | -2.3% | -1.9% |
| YTD | +8.6% | -11.5% | +20.2% | +8.6% |
| 1Y | +5.8% | -16.6% | +22.4% | +5.9% |
| 3Y | +63.0% | +193.5% | -130.5% | +54.8% |
| 5Y | +74.7% | -55.8% | +130.5% | +62.5% |
| All | +127.6% | -27.6% | +155.2% | +111.0% |
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