-70.5%
UVXY vs CART
+61.3%
-131.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.6% | -15.7% | -13.9% |
| 7D | -6.3% | +1.4% | -7.7% | -6.0% |
| 30D | -2.7% | +29.7% | -32.4% | +0.5% |
| 3M | -29.9% | +29.7% | -59.7% | -27.5% |
| 6M | -56.5% | +36.8% | -93.3% | -54.8% |
| YTD | -54.8% | +31.7% | -86.5% | -52.4% |
| 1Y | -70.5% | +62.4% | -132.9% | -64.1% |
| All | -70.5% | +61.3% | -131.8% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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