+31.7%
CVNA vs AFRM
-25.2%
+56.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +5.9% | -7.5% | +13.5% | +10.9% |
| 30D | +19.7% | -15.7% | +35.4% | +32.0% |
| 3M | +7.6% | -9.6% | +17.2% | +13.1% |
| 6M | -2.2% | +6.3% | -8.4% | -7.2% |
| YTD | -9.6% | -8.6% | -1.1% | -8.3% |
| 1Y | +25.4% | -7.6% | +33.0% | +25.3% |
| 3Y | +1,152.6% | +173.7% | +979.0% | +429.7% |
| 5Y | +28.9% | -56.9% | +85.8% | -25.8% |
| All | +31.7% | -25.2% | +56.9% | -32.3% |
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