+50.5%
CAVA vs AFRM
+195.1%
-144.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.5% | -0.6% | -4.7% |
| 7D | -8.5% | -8.0% | -0.5% | -6.6% |
| 30D | -8.2% | -9.8% | +1.5% | -6.0% |
| 3M | -25.9% | +4.7% | -30.6% | -27.2% |
| 6M | -30.9% | +34.1% | -65.1% | -36.4% |
| YTD | -3.7% | -8.4% | +4.7% | -3.7% |
| 1Y | -13.4% | -22.9% | +9.5% | -10.7% |
| All | +50.5% | +195.1% | -144.7% | +2.9% |
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