+374.9%
CPRT vs UVXY
-100.0%
+474.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.8% | +4.2% | -3.4% |
| 7D | -11.2% | +2.8% | -14.0% | -10.8% |
| 30D | +3.3% | -11.4% | +14.7% | +2.1% |
| 3M | -3.6% | -41.5% | +37.9% | -8.8% |
| 6M | -15.8% | -61.0% | +45.3% | -23.1% |
| YTD | -23.5% | -49.8% | +26.3% | -27.2% |
| 1Y | -38.8% | -66.4% | +27.7% | -43.7% |
| 3Y | -33.4% | -94.8% | +61.3% | -43.0% |
| 5Y | -16.4% | -99.7% | +83.3% | -42.2% |
| All | +374.9% | -100.0% | +474.9% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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