-94.4%
UVXY vs CART
+112.9%
-207.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +0.6% | -20.8% | -20.0% |
| 7D | -5.6% | +1.5% | -7.1% | -4.4% |
| 30D | +12.8% | +22.4% | -9.6% | +24.6% |
| 3M | -14.8% | +16.5% | -31.4% | -7.7% |
| 6M | -49.0% | +44.9% | -93.9% | -38.1% |
| YTD | -48.8% | +30.0% | -78.7% | -40.8% |
| 1Y | -66.4% | +59.1% | -125.5% | -56.0% |
| 3Y | -94.4% | +138.8% | -233.2% | -90.8% |
| All | -94.4% | +112.9% | -207.3% | -90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling