-82.2%
UVXY vs CAI
-11.0%
-71.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.1% | +5.2% |
| 7D | +11.0% | -5.1% | +16.1% | +9.4% |
| 30D | -8.8% | +3.9% | -12.7% | -7.2% |
| 3M | -41.9% | +40.1% | -82.0% | -34.2% |
| 6M | -61.2% | +29.7% | -90.9% | -54.9% |
| YTD | -46.2% | -10.9% | -35.3% | -40.8% |
| 1Y | -65.2% | -28.0% | -37.2% | -62.1% |
| All | -82.2% | -11.0% | -71.2% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling