+122.2%
CNP vs AFRM
-23.4%
+145.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.8% | +5.2% | -2.4% |
| 7D | -5.3% | -6.9% | +1.6% | -5.2% |
| 30D | +3.7% | -7.0% | +10.6% | +3.8% |
| 3M | -1.1% | -11.2% | +10.1% | -0.9% |
| 6M | -7.1% | +4.3% | -11.4% | -7.4% |
| YTD | +6.0% | -6.4% | +12.4% | +5.8% |
| 1Y | +5.2% | -2.6% | +7.8% | +4.8% |
| 3Y | +57.5% | +210.6% | -153.0% | +49.3% |
| 5Y | +70.0% | -57.6% | +127.6% | +57.9% |
| All | +122.2% | -23.4% | +145.6% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling