+186.0%
CVX vs AFRM
-20.7%
+206.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | -0.6% | +3.1% | -3.7% | -0.7% |
| 30D | +13.4% | -4.2% | +17.7% | +13.6% |
| 3M | +11.8% | +10.1% | +1.7% | +11.1% |
| 6M | +12.4% | +39.4% | -27.0% | +10.3% |
| YTD | +41.5% | -3.2% | +44.7% | +40.9% |
| 1Y | +41.6% | -16.1% | +57.7% | +41.5% |
| 3Y | +42.2% | +220.8% | -178.5% | +30.3% |
| 5Y | +166.0% | -17.7% | +183.6% | +140.1% |
| All | +186.0% | -20.7% | +206.7% | +153.6% |
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