-94.8%
UVXY vs CART
+21.6%
-116.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.1% |
| 7D | -5.0% | +1.0% | -6.0% | -4.5% |
| 30D | -20.5% | +12.6% | -33.1% | -16.0% |
| 3M | -36.6% | +23.1% | -59.7% | -29.6% |
| 6M | -56.9% | +39.5% | -96.5% | -48.9% |
| YTD | -51.2% | +13.5% | -64.8% | -47.5% |
| 1Y | -69.8% | +14.9% | -84.6% | -66.9% |
| All | -94.8% | +21.6% | -116.3% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling