-69.0%
CPNG vs AFRM
-12.2%
-56.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | -7.4% | -7.0% | -0.5% | -6.0% |
| 30D | -4.4% | -7.8% | +3.4% | -2.8% |
| 3M | -7.5% | +5.3% | -12.8% | -8.8% |
| 6M | -19.9% | +42.6% | -62.6% | -26.7% |
| YTD | -35.2% | -2.8% | -32.4% | -35.7% |
| 1Y | -46.8% | -19.3% | -27.5% | -45.7% |
| 3Y | -20.2% | +231.0% | -251.1% | -50.2% |
| 5Y | -48.4% | -22.2% | -26.2% | -67.2% |
| All | -69.0% | -12.2% | -56.8% | -82.3% |
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 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