+421.5%
CARR vs UVXY
-100.0%
+521.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +0.5% |
| 7D | -3.8% | +2.8% | -6.6% | -3.3% |
| 30D | -8.9% | -11.4% | +2.5% | -10.3% |
| 3M | -17.3% | -41.5% | +24.2% | -22.8% |
| 6M | -1.4% | -61.0% | +59.7% | -11.6% |
| YTD | +10.0% | -49.8% | +59.8% | +4.0% |
| 1Y | -6.4% | -66.4% | +60.1% | -15.1% |
| 3Y | +1.5% | -94.8% | +96.3% | -14.1% |
| 5Y | +9.3% | -99.7% | +109.0% | -28.5% |
| All | +421.5% | -100.0% | +521.5% | +146.0% |
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