+73.2%
CVE vs AFRM
+232.3%
-159.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.1% |
| 7D | +2.5% | -7.0% | +9.5% | +3.0% |
| 30D | +16.7% | -7.8% | +24.5% | +17.3% |
| 3M | +9.3% | +5.3% | +4.0% | +8.2% |
| 6M | +43.6% | +42.6% | +1.0% | +37.6% |
| YTD | +93.6% | -2.8% | +96.4% | +91.8% |
| 1Y | +98.8% | -19.3% | +118.1% | +99.8% |
| All | +73.2% | +232.3% | -159.2% | +48.1% |
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