+3,015.3%
CVNA vs UVXY
-100.0%
+3,115.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -3.5% |
| 7D | -7.3% | +2.8% | -10.1% | -6.4% |
| 30D | -4.6% | -11.4% | +6.8% | -7.4% |
| 3M | +2.0% | -41.5% | +43.5% | -10.7% |
| 6M | +11.7% | -61.0% | +72.8% | -9.5% |
| YTD | -18.1% | -49.8% | +31.8% | -26.2% |
| 1Y | -2.4% | -66.4% | +64.1% | -18.5% |
| 3Y | +580.6% | -94.8% | +675.3% | +411.0% |
| 5Y | +4.9% | -99.7% | +104.6% | -44.5% |
| All | +3,015.3% | -100.0% | +3,115.3% | +1,244.4% |
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 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