+2,407.2%
SOXL vs CVNA
+2,461.5%
-54.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.9% |
| 7D | +3.9% | -7.3% | +11.2% | +7.1% |
| 30D | -14.3% | -4.6% | -9.7% | -13.1% |
| 3M | -45.6% | +2.0% | -47.6% | -46.9% |
| 6M | +117.2% | +11.7% | +105.5% | +105.1% |
| YTD | +189.8% | -18.1% | +207.9% | +206.1% |
| 1Y | +317.7% | -2.4% | +320.1% | +313.0% |
| 3Y | +478.6% | +580.6% | -101.9% | +151.4% |
| 5Y | +169.5% | +4.9% | +164.6% | +63.5% |
| All | +2,407.2% | +2,461.5% | -54.2% | +388.5% |
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