+1,163.4%
CVNA vs AFRM
+192.6%
+970.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.7% |
| 7D | -1.6% | -4.4% | +2.8% | +0.7% |
| 30D | +24.9% | -7.7% | +32.5% | +30.3% |
| 3M | -1.8% | -16.9% | +15.1% | +7.4% |
| 6M | +3.5% | +2.5% | +1.0% | +1.2% |
| YTD | -14.3% | -12.5% | -1.7% | -10.8% |
| 1Y | +13.6% | -11.0% | +24.6% | +16.5% |
| 3Y | +1,163.4% | +184.6% | +978.9% | +464.3% |
| All | +1,163.4% | +192.6% | +970.8% | +464.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling