+3,434.0%
CTAS vs UVXY
-100.0%
+3,534.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | 0.0% |
| 7D | +1.0% | +2.3% | -1.3% | +1.2% |
| 30D | -1.1% | -15.0% | +14.0% | -2.7% |
| 3M | +11.5% | -39.8% | +51.3% | +6.1% |
| 6M | +0.2% | -60.0% | +60.2% | -7.7% |
| YTD | +7.2% | -48.8% | +56.0% | +2.4% |
| 1Y | 0.0% | -67.3% | +67.3% | -7.9% |
| 3Y | +65.9% | -94.8% | +160.8% | +43.9% |
| 5Y | +109.6% | -99.7% | +209.2% | +51.5% |
| 10Y | +683.8% | -100.0% | +783.8% | +325.2% |
| All | +3,434.0% | -100.0% | +3,534.0% | +781.5% |
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