-99.7%
UVXY vs CBRE
+43.6%
-143.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.8% | -8.6% | -3.8% |
| 7D | +2.8% | -5.0% | +7.8% | -5.0% |
| 30D | -11.4% | -4.7% | -6.7% | -17.8% |
| 3M | -41.5% | +6.5% | -48.0% | -34.7% |
| 6M | -61.0% | +6.1% | -67.1% | -55.7% |
| YTD | -49.8% | -12.6% | -37.2% | -58.2% |
| 1Y | -66.4% | -15.3% | -51.1% | -72.9% |
| 3Y | -94.8% | +64.6% | -159.4% | -78.9% |
| All | -99.7% | +43.6% | -143.2% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 5y: compounded portfolio wealth divided by compounded CBRE 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…
5y analysis · Full analysis span regression · 6 months rolling