+16.0%
CTVA vs UVXY
-66.8%
+82.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -0.9% |
| 7D | -4.5% | +2.8% | -7.3% | -4.4% |
| 30D | +11.3% | -11.4% | +22.7% | +10.9% |
| 3M | +12.3% | -41.5% | +53.8% | +9.8% |
| 6M | +7.2% | -61.0% | +68.2% | +3.1% |
| YTD | +26.0% | -49.8% | +75.9% | +25.0% |
| 1Y | +16.0% | -66.4% | +82.5% | +11.0% |
| All | +16.0% | -66.8% | +82.9% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling