+7,570.8%
SPXL vs CVE
+89.9%
+7,480.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.5% |
| 7D | +0.1% | +2.5% | -2.4% | -1.4% |
| 30D | -0.9% | +16.7% | -17.6% | -9.3% |
| 3M | +2.0% | +9.3% | -7.2% | -4.6% |
| 6M | +33.5% | +43.6% | -10.1% | +4.8% |
| YTD | +32.2% | +93.6% | -61.4% | -13.3% |
| 1Y | +48.9% | +98.8% | -49.9% | -4.6% |
| 3Y | +222.9% | +73.6% | +149.3% | +117.5% |
| 5Y | +140.7% | +312.5% | -171.8% | -7.8% |
| 10Y | +1,192.7% | +161.0% | +1,031.6% | +377.4% |
| All | +7,570.8% | +89.9% | +7,480.9% | +3,509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling