+27.6%
CAVA vs SPXL
+239.9%
-212.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.2% |
| 6M | -30.6% | +35.6% | -66.2% | -44.0% |
| YTD | -4.8% | +28.8% | -33.6% | -20.6% |
| 1Y | -13.1% | +39.8% | -52.9% | -31.5% |
| 3Y | +48.8% | +221.4% | -172.6% | -35.1% |
| All | +27.6% | +239.9% | -212.3% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling