+3,015.3%
CVNA vs SPXS
-99.3%
+3,114.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -3.5% |
| 7D | -7.3% | +2.5% | -9.8% | -5.4% |
| 30D | -4.6% | +4.2% | -8.8% | -1.1% |
| 3M | +2.0% | -9.3% | +11.3% | -3.4% |
| 6M | +11.7% | -30.7% | +42.4% | -11.3% |
| YTD | -18.1% | -28.1% | +10.0% | -31.9% |
| 1Y | -2.4% | -35.1% | +32.7% | -22.6% |
| 3Y | +580.6% | -79.6% | +660.2% | +206.2% |
| 5Y | +4.9% | -86.3% | +91.1% | -37.0% |
| All | +3,015.3% | -99.3% | +3,114.6% | +570.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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