+211.8%
SPXL vs CVE
+53.7%
+158.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -8.7% | -16.1% | +7.4% | -3.1% |
| 30D | -16.9% | -10.4% | -6.5% | -14.1% |
| 3M | -15.2% | -2.4% | -12.8% | -15.8% |
| 6M | -5.5% | -4.4% | -1.1% | -6.6% |
| YTD | +12.4% | +64.9% | -52.5% | -20.0% |
| 1Y | +16.9% | +66.0% | -49.1% | -17.7% |
| 3Y | +211.8% | +57.7% | +154.2% | +100.4% |
| All | +211.8% | +53.7% | +158.1% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling