-100.0%
UVXY vs CASY
+1,777.7%
-1,877.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +3.1% |
| 7D | -26.5% | +2.5% | -29.0% | -23.9% |
| 30D | +8.8% | +10.2% | -1.4% | +21.6% |
| 3M | -14.7% | -15.7% | +1.0% | -32.4% |
| 6M | -51.5% | -18.4% | -33.1% | -65.5% |
| YTD | -51.7% | +28.3% | -80.0% | -34.3% |
| 1Y | -65.7% | +32.6% | -98.2% | -51.3% |
| 3Y | -94.4% | +159.5% | -253.9% | -75.0% |
| 5Y | -99.5% | +263.9% | -363.4% | -95.9% |
| 10Y | -100.0% | +548.5% | -648.5% | -100.0% |
| All | -100.0% | +1,777.7% | -1,877.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling