-46.0%
CPNG vs AFRM
-58.9%
+12.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | +13.4% | -7.3% | +20.7% | +15.6% |
| 30D | +10.0% | -9.6% | +19.6% | +12.8% |
| 3M | -0.4% | -11.1% | +10.7% | +2.3% |
| 6M | -8.9% | +3.9% | -12.8% | -10.5% |
| YTD | -30.9% | -8.5% | -22.5% | -30.7% |
| 1Y | -43.8% | +3.3% | -47.1% | -45.8% |
| 3Y | -2.5% | +213.7% | -216.2% | -42.1% |
| All | -46.0% | -58.9% | +12.8% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling