+146.2%
CVE vs AFRM
-57.5%
+203.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.8% | +5.1% | -2.2% |
| 7D | -14.1% | -6.9% | -7.1% | -13.7% |
| 30D | -11.6% | -7.0% | -4.6% | -11.3% |
| 3M | 0.0% | -11.2% | +11.3% | +0.5% |
| 6M | -8.4% | +4.3% | -12.7% | -9.6% |
| YTD | +65.9% | -6.4% | +72.3% | +64.1% |
| 1Y | +69.4% | -2.6% | +72.0% | +66.4% |
| 3Y | +55.9% | +210.6% | -154.6% | +32.5% |
| 5Y | +146.2% | -57.6% | +203.7% | +138.2% |
| All | +146.2% | -57.5% | +203.7% | +138.2% |
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 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