+1,325.8%
CRWD vs UVXY
-100.0%
+1,425.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | -2.3% |
| 7D | -3.0% | +2.8% | -5.8% | -2.4% |
| 30D | -6.8% | -11.4% | +4.6% | -8.5% |
| 3M | +19.6% | -41.5% | +61.1% | +9.7% |
| 6M | +87.1% | -61.0% | +148.1% | +62.2% |
| YTD | +76.4% | -49.8% | +126.3% | +63.6% |
| 1Y | +90.8% | -66.4% | +157.3% | +68.1% |
| 3Y | +380.0% | -94.8% | +474.7% | +289.1% |
| 5Y | +215.6% | -99.7% | +315.3% | +87.2% |
| All | +1,325.8% | -100.0% | +1,425.8% | +586.5% |
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