+591.6%
CVNA vs SPXS
-79.1%
+670.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.1% | -2.7% |
| 7D | -4.3% | +6.4% | -10.7% | +0.7% |
| 30D | -2.4% | +6.0% | -8.4% | +2.7% |
| 3M | +4.5% | -11.6% | +16.1% | -3.2% |
| 6M | +10.2% | -28.7% | +38.9% | -11.9% |
| YTD | -16.7% | -26.3% | +9.5% | -30.4% |
| 1Y | -3.8% | -34.9% | +31.2% | -24.8% |
| All | +591.6% | -79.1% | +670.7% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling