+22.4%
CVNA vs AFRM
-27.6%
+49.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.4% |
| 7D | -1.7% | -5.5% | +3.8% | +1.5% |
| 30D | +17.3% | -15.5% | +32.8% | +29.2% |
| 3M | -2.3% | -10.3% | +8.0% | +3.3% |
| 6M | -3.9% | +0.6% | -4.5% | -5.8% |
| YTD | -16.1% | -11.5% | -4.5% | -13.1% |
| 1Y | +7.9% | -16.6% | +24.5% | +14.5% |
| 3Y | +1,113.4% | +193.5% | +919.9% | +392.8% |
| 5Y | +20.3% | -55.8% | +76.1% | -29.7% |
| All | +22.4% | -27.6% | +49.9% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling