+129.0%
CNP vs AFRM
-28.4%
+157.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +1.3% | -4.4% | +5.7% | +1.4% |
| 30D | +3.8% | -7.7% | +11.5% | +4.0% |
| 3M | +2.4% | -16.9% | +19.2% | +2.7% |
| 6M | -1.2% | +2.5% | -3.7% | -1.4% |
| YTD | +9.3% | -12.5% | +21.8% | +9.2% |
| 1Y | +6.4% | -11.0% | +17.5% | +6.3% |
| 3Y | +66.4% | +184.6% | -118.2% | +58.1% |
| 5Y | +75.7% | -56.3% | +132.0% | +63.5% |
| All | +129.0% | -28.4% | +157.3% | +112.3% |
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