+25.0%
SPXL vs CVE
+62.9%
-37.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.1% |
| 7D | +7.4% | +5.9% | +1.5% | +8.2% |
| 30D | -7.8% | -10.9% | +3.0% | -9.4% |
| 3M | -11.9% | -4.5% | -7.4% | -12.4% |
| 6M | -1.7% | -1.0% | -0.8% | -1.1% |
| YTD | +20.8% | +74.7% | -53.9% | +20.4% |
| 1Y | +25.0% | +65.8% | -40.8% | +24.2% |
| All | +25.0% | +62.9% | -37.9% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling