+25.2%
CVNA vs SPXL
+29.9%
-4.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.8% | +4.0% | +5.4% |
| 7D | +31.3% | -2.5% | +33.8% | +33.3% |
| 30D | +21.7% | -4.3% | +26.1% | +25.2% |
| 3M | +14.0% | -4.2% | +18.2% | +17.2% |
| 6M | +3.0% | +15.0% | -12.0% | -9.0% |
| YTD | -8.1% | +28.4% | -36.5% | -26.2% |
| 1Y | +25.2% | +30.3% | -5.1% | -1.0% |
| All | +25.2% | +29.9% | -4.7% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling