+216.7%
CTVA vs UVXY
-100.0%
+316.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -1.5% |
| 7D | -4.5% | +2.8% | -7.3% | -4.1% |
| 30D | +11.3% | -11.4% | +22.7% | +9.9% |
| 3M | +12.3% | -41.5% | +53.8% | +5.8% |
| 6M | +7.2% | -61.0% | +68.2% | -2.9% |
| YTD | +26.0% | -49.8% | +75.9% | +19.4% |
| 1Y | +16.0% | -66.4% | +82.5% | +6.1% |
| 3Y | +73.9% | -94.8% | +168.7% | +46.7% |
| 5Y | +103.8% | -99.7% | +203.5% | +29.8% |
| All | +216.7% | -100.0% | +316.7% | +49.9% |
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