-100.0%
UVXY vs CBRE
+1,010.5%
-1,110.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | -4.8% |
| 7D | -4.7% | -1.5% | -3.2% | -7.5% |
| 30D | -17.1% | -4.0% | -13.1% | -23.5% |
| 3M | -39.9% | +8.0% | -47.9% | -31.2% |
| 6M | -66.9% | +4.0% | -70.8% | -63.8% |
| YTD | -50.1% | -11.5% | -38.6% | -59.0% |
| 1Y | -68.3% | -13.0% | -55.3% | -74.1% |
| 3Y | -95.0% | +66.9% | -161.9% | -77.3% |
| 5Y | -99.7% | +45.0% | -144.7% | -98.2% |
| 10Y | -100.0% | +385.0% | -485.0% | -99.9% |
| All | -100.0% | +1,010.5% | -1,110.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling