+110.4%
SPXL vs CVE
+150.7%
-40.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.2% | +2.7% |
| 7D | -3.8% | +0.1% | -3.8% | -3.6% |
| 30D | -8.8% | -10.8% | +2.0% | -4.8% |
| 3M | -7.4% | -4.3% | -3.1% | -6.9% |
| 6M | +1.8% | -1.5% | +3.2% | -0.6% |
| YTD | +23.6% | +70.7% | -47.1% | -11.4% |
| 1Y | +21.7% | +58.1% | -36.4% | -9.4% |
| 3Y | +232.4% | +69.8% | +162.6% | +127.1% |
| 5Y | +110.4% | +148.9% | -38.5% | +14.2% |
| All | +110.4% | +150.7% | -40.3% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling