+3,265.8%
CVNA vs SPXS
-99.3%
+3,365.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +1.4% |
| 7D | +3.5% | -1.5% | +5.1% | +2.3% |
| 30D | +5.5% | +3.7% | +1.8% | +8.8% |
| 3M | +7.6% | -9.6% | +17.2% | +1.8% |
| 6M | +17.6% | -32.4% | +50.0% | -8.4% |
| YTD | -11.5% | -28.7% | +17.2% | -27.0% |
| 1Y | +0.4% | -38.1% | +38.5% | -23.4% |
| 3Y | +695.6% | -80.1% | +775.7% | +250.8% |
| 5Y | +13.6% | -85.9% | +99.5% | -30.8% |
| All | +3,265.8% | -99.3% | +3,365.1% | +618.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling