+3,015.3%
CVNA vs AFL
+281.7%
+2,733.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | -7.3% | -1.6% | -5.6% | -6.1% |
| 30D | -4.6% | -4.0% | -0.5% | -2.0% |
| 3M | +2.0% | -0.5% | +2.5% | +1.1% |
| 6M | +11.7% | +6.5% | +5.2% | +4.3% |
| YTD | -18.1% | +6.2% | -24.2% | -23.9% |
| 1Y | -2.4% | +8.3% | -10.7% | -11.9% |
| 3Y | +580.6% | +62.5% | +518.0% | +326.0% |
| 5Y | +4.9% | +136.2% | -131.3% | -52.1% |
| All | +3,015.3% | +281.7% | +2,733.6% | +1,085.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling