-20.0%
CPNG vs AFRM
+221.8%
-241.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.1% |
| 7D | -6.3% | +3.1% | -9.3% | -6.7% |
| 30D | -8.7% | -4.2% | -4.5% | -8.2% |
| 3M | -2.4% | +10.1% | -12.6% | -4.0% |
| 6M | -22.3% | +39.4% | -61.8% | -26.4% |
| YTD | -37.2% | -3.2% | -34.1% | -37.7% |
| 1Y | -53.0% | -16.1% | -36.9% | -52.7% |
| 3Y | -20.0% | +220.8% | -240.8% | -39.2% |
| All | -20.0% | +221.8% | -241.8% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling