-67.7%
UVXY vs CART
+49.3%
-117.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.8% |
| 7D | -22.1% | +1.3% | -23.3% | -21.8% |
| 30D | +8.2% | +19.2% | -11.0% | +10.7% |
| 3M | -12.3% | +17.6% | -29.9% | -10.4% |
| 6M | -51.0% | +47.4% | -98.4% | -48.4% |
| YTD | -49.9% | +30.9% | -80.8% | -47.4% |
| 1Y | -67.7% | +46.0% | -113.7% | -65.3% |
| All | -67.7% | +49.3% | -117.0% | -65.3% |
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