-83.4%
UVXY vs CAI
-9.9%
-73.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -6.4% |
| 7D | +2.8% | -2.9% | +5.7% | +2.0% |
| 30D | -11.4% | +9.3% | -20.7% | -8.4% |
| 3M | -41.5% | +35.2% | -76.7% | -34.8% |
| 6M | -61.0% | +30.7% | -91.8% | -54.6% |
| YTD | -49.8% | -9.8% | -40.1% | -44.5% |
| 1Y | -66.4% | -28.9% | -37.6% | -63.4% |
| All | -83.4% | -9.9% | -73.5% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling