+1,224.9%
CPRT vs UVXY
-100.0%
+1,324.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -3.1% |
| 7D | +0.4% | -4.7% | +5.1% | 0.0% |
| 30D | +9.9% | -17.1% | +27.0% | +8.0% |
| 3M | +5.6% | -39.9% | +45.6% | +0.9% |
| 6M | -13.6% | -66.9% | +53.2% | -21.4% |
| YTD | -16.7% | -50.1% | +33.4% | -20.3% |
| 1Y | -33.1% | -68.3% | +35.2% | -38.2% |
| 3Y | -27.1% | -95.0% | +67.9% | -36.2% |
| 5Y | -9.9% | -99.7% | +89.8% | -32.7% |
| 10Y | +415.3% | -100.0% | +515.3% | +202.5% |
| All | +1,224.9% | -100.0% | +1,324.9% | +303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling