-70.0%
CPNG vs AFRM
-17.3%
-52.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | +0.9% |
| 7D | -7.6% | -8.0% | +0.4% | -5.8% |
| 30D | -8.8% | -9.8% | +1.0% | -6.8% |
| 3M | -7.2% | +4.7% | -11.9% | -8.5% |
| 6M | -21.5% | +34.1% | -55.7% | -27.1% |
| YTD | -37.4% | -8.4% | -29.0% | -37.1% |
| 1Y | -54.3% | -22.9% | -31.4% | -52.9% |
| 3Y | -20.3% | +203.3% | -223.6% | -49.3% |
| 5Y | -51.2% | -26.0% | -25.2% | -68.6% |
| All | -70.0% | -17.3% | -52.8% | -82.7% |
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 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