-100.0%
UVXY vs CDW
+851.1%
-951.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.2% | +7.5% | -7.1% |
| 7D | -4.7% | -3.9% | -0.9% | -11.3% |
| 30D | -17.1% | +6.9% | -24.0% | -6.2% |
| 3M | -39.9% | +7.7% | -47.6% | -34.1% |
| 6M | -66.9% | +18.3% | -85.2% | -59.8% |
| YTD | -50.1% | +7.8% | -57.9% | -49.5% |
| 1Y | -68.3% | -12.2% | -56.2% | -78.4% |
| 3Y | -95.0% | -28.9% | -66.0% | -96.5% |
| 5Y | -99.7% | -22.8% | -76.9% | -99.6% |
| 10Y | -100.0% | +266.1% | -366.1% | -99.9% |
| All | -100.0% | +851.1% | -951.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling