-14.1%
CPRT vs UVXY
-99.6%
+85.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.2% | -9.2% | -3.4% |
| 7D | -8.4% | +11.0% | -19.5% | -7.3% |
| 30D | +4.6% | -8.8% | +13.4% | +3.7% |
| 3M | -1.9% | -41.9% | +40.0% | -7.4% |
| 6M | -15.3% | -61.2% | +45.9% | -22.8% |
| YTD | -21.5% | -46.2% | +24.7% | -24.6% |
| 1Y | -36.6% | -65.2% | +28.6% | -41.6% |
| 3Y | -31.2% | -94.6% | +63.4% | -42.2% |
| 5Y | -14.1% | -99.7% | +85.6% | -49.4% |
| All | -14.1% | -99.6% | +85.5% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling