+6.1%
CVNA vs SPXL
+141.8%
-135.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -4.0% |
| 7D | -7.3% | -2.5% | -4.7% | -5.0% |
| 30D | -4.6% | -4.2% | -0.4% | -0.7% |
| 3M | +2.0% | +8.1% | -6.1% | -6.2% |
| 6M | +11.7% | +35.6% | -23.9% | -19.4% |
| YTD | -18.1% | +28.8% | -46.9% | -38.0% |
| 1Y | -2.4% | +39.8% | -42.2% | -31.9% |
| 3Y | +580.6% | +221.4% | +359.2% | +77.6% |
| All | +6.1% | +141.8% | -135.8% | -62.3% |
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