-94.6%
UVXY vs CART
+40.2%
-134.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +4.0% |
| 7D | -22.1% | +1.3% | -23.3% | -21.5% |
| 30D | +8.2% | +19.2% | -11.0% | +17.6% |
| 3M | -12.3% | +17.6% | -29.9% | -4.9% |
| 6M | -51.0% | +47.4% | -98.4% | -40.6% |
| YTD | -49.9% | +30.9% | -80.8% | -42.2% |
| 1Y | -67.7% | +46.0% | -113.7% | -60.3% |
| 3Y | -94.1% | +130.3% | -224.4% | -90.3% |
| All | -94.6% | +40.2% | -134.8% | -90.9% |
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