+2,282.5%
SOXL vs CVNA
+2,503.0%
-220.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.3% | -3.8% | -6.3% |
| 7D | +8.5% | -4.3% | +12.7% | +10.5% |
| 30D | -13.0% | -2.4% | -10.6% | -12.4% |
| 3M | -35.9% | +4.5% | -40.4% | -38.0% |
| 6M | +112.1% | +10.2% | +101.8% | +101.3% |
| YTD | +175.4% | -16.7% | +192.2% | +189.1% |
| 1Y | +304.9% | -3.8% | +308.6% | +302.4% |
| 3Y | +448.6% | +648.3% | -199.7% | +129.5% |
| 5Y | +156.1% | +6.6% | +149.5% | +54.4% |
| All | +2,282.5% | +2,503.0% | -220.5% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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