+6.1%
CVNA vs AFL
+133.8%
-127.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | -7.3% | -1.6% | -5.6% | -6.3% |
| 30D | -4.6% | -4.0% | -0.5% | -2.4% |
| 3M | +2.0% | -0.5% | +2.5% | +1.0% |
| 6M | +11.7% | +6.5% | +5.2% | +4.5% |
| YTD | -18.1% | +6.2% | -24.2% | -23.7% |
| 1Y | -2.4% | +8.3% | -10.7% | -11.7% |
| 3Y | +580.6% | +62.5% | +518.0% | +303.2% |
| All | +6.1% | +133.8% | -127.8% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling