-94.5%
UVXY vs CART
+11.0%
-105.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +1.3% |
| 7D | +2.3% | -9.5% | +11.8% | -2.0% |
| 30D | -15.0% | -7.8% | -7.3% | -17.8% |
| 3M | -39.8% | +10.4% | -50.2% | -36.3% |
| 6M | -60.0% | +20.1% | -80.1% | -55.7% |
| YTD | -48.8% | +3.7% | -52.5% | -47.1% |
| 1Y | -67.3% | +2.6% | -69.9% | -66.0% |
| All | -94.5% | +11.0% | -105.5% | -91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling