-99.7%
UVXY vs CDW
-23.8%
-75.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.4% |
| 7D | +11.0% | -7.4% | +18.4% | +0.3% |
| 30D | -8.8% | +5.8% | -14.6% | -0.7% |
| 3M | -41.9% | +10.8% | -52.7% | -33.7% |
| 6M | -61.2% | +21.5% | -82.7% | -49.0% |
| YTD | -46.2% | +6.4% | -52.6% | -44.1% |
| 1Y | -65.2% | -14.8% | -50.4% | -75.6% |
| 3Y | -94.6% | -29.9% | -64.7% | -95.6% |
| 5Y | -99.7% | -22.9% | -76.8% | -99.6% |
| All | -99.7% | -23.8% | -75.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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