+1,108.4%
SPXL vs CVE
+136.7%
+971.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.8% |
| 7D | -0.9% | -10.1% | +9.2% | +3.8% |
| 30D | -11.4% | -12.1% | +0.7% | -6.6% |
| 3M | -10.8% | -1.9% | -8.9% | -11.3% |
| 6M | -0.3% | -1.8% | +1.6% | -2.4% |
| YTD | +20.3% | +65.8% | -45.5% | -10.4% |
| 1Y | +24.7% | +60.8% | -36.1% | -6.1% |
| 3Y | +238.6% | +70.1% | +168.4% | +143.5% |
| 5Y | +100.0% | +134.8% | -34.8% | +18.4% |
| 10Y | +1,108.4% | +130.1% | +978.4% | +384.6% |
| All | +1,108.4% | +136.7% | +971.8% | +384.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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