+3,015.3%
CVNA vs SPXL
+852.3%
+2,163.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -3.5% |
| 7D | -7.3% | -2.5% | -4.7% | -5.5% |
| 30D | -4.6% | -4.2% | -0.4% | -1.4% |
| 3M | +2.0% | +8.1% | -6.1% | -4.4% |
| 6M | +11.7% | +35.6% | -23.9% | -13.2% |
| YTD | -18.1% | +28.8% | -46.9% | -33.8% |
| 1Y | -2.4% | +39.8% | -42.2% | -25.8% |
| 3Y | +580.6% | +221.4% | +359.2% | +163.3% |
| 5Y | +4.9% | +146.9% | -142.1% | -46.9% |
| All | +3,015.3% | +852.3% | +2,163.0% | +480.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling