+3,015.3%
CVNA vs UPRO
+839.2%
+2,176.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -3.5% |
| 7D | -7.3% | -2.5% | -4.7% | -5.5% |
| 30D | -4.6% | -4.2% | -0.4% | -1.4% |
| 3M | +2.0% | +8.1% | -6.1% | -4.3% |
| 6M | +11.7% | +35.2% | -23.5% | -12.8% |
| YTD | -18.1% | +28.4% | -46.5% | -33.5% |
| 1Y | -2.4% | +39.3% | -41.6% | -25.3% |
| 3Y | +580.6% | +219.9% | +360.7% | +166.9% |
| 5Y | +4.9% | +142.8% | -137.9% | -45.9% |
| All | +3,015.3% | +839.2% | +2,176.1% | +511.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling