-94.7%
UVXY vs CASY
+163.7%
-258.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -14.2% | +16.8% | -4.4% |
| 7D | +2.3% | -16.5% | +18.8% | -5.8% |
| 30D | -15.0% | -26.4% | +11.4% | -26.8% |
| 3M | -39.8% | -17.3% | -22.5% | -44.9% |
| 6M | -60.0% | -5.2% | -54.8% | -57.7% |
| YTD | -48.8% | +14.1% | -62.9% | -36.0% |
| 1Y | -67.3% | +16.6% | -83.9% | -58.0% |
| All | -94.7% | +163.7% | -258.4% | -84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling