+25.2%
CVNA vs UPRO
+29.4%
-4.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.9% | +3.9% | +5.3% |
| 7D | +31.3% | -2.6% | +33.9% | +33.4% |
| 30D | +21.7% | -4.3% | +26.0% | +25.2% |
| 3M | +14.0% | -4.3% | +18.3% | +17.3% |
| 6M | +3.0% | +14.7% | -11.8% | -8.8% |
| YTD | -8.1% | +28.0% | -36.1% | -26.0% |
| 1Y | +25.2% | +29.8% | -4.6% | -0.7% |
| All | +25.2% | +29.4% | -4.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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