-38.8%
CPRT vs UVXY
-66.8%
+28.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.8% | +4.2% | -2.9% |
| 7D | -11.2% | +2.8% | -14.0% | -11.0% |
| 30D | +3.3% | -11.4% | +14.7% | +2.9% |
| 3M | -3.6% | -41.5% | +37.9% | -5.5% |
| 6M | -15.8% | -61.0% | +45.3% | -18.9% |
| YTD | -23.5% | -49.8% | +26.3% | -25.0% |
| 1Y | -38.8% | -66.4% | +27.7% | -40.5% |
| All | -38.8% | -66.8% | +28.1% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling