+1,180.8%
SPXL vs CVE
+161.7%
+1,019.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | +0.1% | +2.5% | -2.4% | -1.2% |
| 30D | -0.9% | +16.7% | -17.6% | -8.0% |
| 3M | +2.0% | +9.3% | -7.2% | -3.5% |
| 6M | +33.5% | +43.6% | -10.1% | +9.0% |
| YTD | +32.2% | +93.6% | -61.4% | -7.4% |
| 1Y | +48.9% | +98.8% | -49.9% | +2.4% |
| 3Y | +222.9% | +73.6% | +149.3% | +131.7% |
| 5Y | +140.7% | +312.5% | -171.8% | +10.4% |
| All | +1,180.8% | +161.7% | +1,019.0% | +395.1% |
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