-100.0%
UVXY vs CASY
+1,907.2%
-2,007.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.3% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -20.5% | -11.3% | -9.2% | -32.4% |
| 3M | -36.6% | -0.6% | -35.9% | -40.4% |
| 6M | -56.9% | +10.7% | -67.6% | -52.0% |
| YTD | -51.2% | +37.1% | -88.3% | -27.1% |
| 1Y | -69.8% | +52.3% | -122.1% | -47.7% |
| 3Y | -95.1% | +215.2% | -310.2% | -70.3% |
| 5Y | -99.7% | +276.5% | -376.2% | -96.8% |
| 10Y | -100.0% | +508.4% | -608.4% | -100.0% |
| All | -100.0% | +1,907.2% | -2,007.2% | -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