-100.0%
UVXY vs CASY
+453.5%
-553.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.9% | -4.8% | -8.7% |
| 7D | +2.8% | -18.6% | +21.4% | -15.8% |
| 30D | -11.4% | -26.6% | +15.3% | -35.0% |
| 3M | -41.5% | -32.8% | -8.7% | -61.6% |
| 6M | -61.0% | -10.0% | -51.0% | -64.6% |
| YTD | -49.8% | +11.6% | -61.5% | -41.5% |
| 1Y | -66.4% | +11.5% | -77.9% | -61.0% |
| 3Y | -94.8% | +160.7% | -255.4% | -79.4% |
| 5Y | -99.7% | +232.4% | -332.1% | -98.0% |
| All | -100.0% | +453.5% | -553.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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