+752.9%
CAH vs UVXY
-100.0%
+852.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -1.2% |
| 7D | -5.1% | +2.8% | -7.9% | -4.8% |
| 30D | +0.2% | -11.4% | +11.5% | -0.7% |
| 3M | +6.3% | -41.5% | +47.8% | +2.2% |
| 6M | +9.4% | -61.0% | +70.4% | +2.5% |
| YTD | +15.0% | -49.8% | +64.8% | +10.9% |
| 1Y | +55.4% | -66.4% | +121.9% | +46.3% |
| 3Y | +173.8% | -94.8% | +268.6% | +143.3% |
| 5Y | +395.2% | -99.7% | +494.9% | +273.4% |
| 10Y | +293.2% | -100.0% | +393.2% | +127.9% |
| All | +752.9% | -100.0% | +852.9% | +183.5% |
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