+3,265.8%
CVNA vs SPXL
+860.8%
+2,405.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +1.5% |
| 7D | +3.5% | +1.5% | +2.1% | +2.2% |
| 30D | +5.5% | -3.7% | +9.1% | +8.5% |
| 3M | +7.6% | +8.1% | -0.5% | +0.7% |
| 6M | +17.6% | +39.0% | -21.4% | -10.4% |
| YTD | -11.5% | +29.9% | -41.4% | -29.0% |
| 1Y | +0.4% | +46.6% | -46.2% | -26.5% |
| 3Y | +695.6% | +230.5% | +465.1% | +201.6% |
| 5Y | +13.6% | +140.2% | -126.6% | -41.6% |
| All | +3,265.8% | +860.8% | +2,405.0% | +522.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling