+48.8%
CAVA vs SPXL
+221.9%
-173.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.1% |
| 7D | -8.0% | -2.5% | -5.5% | -6.6% |
| 30D | -19.6% | -4.2% | -15.3% | -17.4% |
| 3M | -36.7% | +8.1% | -44.8% | -40.1% |
| 6M | -30.6% | +35.6% | -66.2% | -43.8% |
| YTD | -4.8% | +28.8% | -33.6% | -20.3% |
| 1Y | -13.1% | +39.8% | -52.9% | -31.2% |
| 3Y | +48.8% | +221.4% | -172.6% | -31.5% |
| All | +48.8% | +221.9% | -173.2% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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