+418.5%
CVE vs AFRM
-16.8%
+435.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.0% | -12.7% | -8.0% |
| 7D | -12.1% | +3.1% | -15.2% | -12.3% |
| 30D | -9.8% | +1.1% | -10.9% | -10.0% |
| 3M | -0.7% | -3.2% | +2.5% | -0.8% |
| 6M | -4.3% | +12.7% | -17.0% | -5.9% |
| YTD | +70.6% | +1.6% | +69.0% | +68.1% |
| 1Y | +73.2% | +5.9% | +67.3% | +69.5% |
| 3Y | +60.3% | +237.0% | -176.7% | +38.8% |
| 5Y | +159.3% | -55.1% | +214.5% | +127.4% |
| All | +418.5% | -16.8% | +435.3% | +339.0% |
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