-69.8%
UVXY vs CF
+62.4%
-132.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +2.0% |
| 7D | -5.0% | +6.0% | -11.0% | -7.4% |
| 30D | -20.5% | +14.8% | -35.4% | -25.3% |
| 3M | -36.6% | +14.1% | -50.6% | -40.1% |
| 6M | -56.9% | +28.5% | -85.4% | -56.8% |
| YTD | -51.2% | +74.9% | -126.2% | -41.2% |
| 1Y | -69.8% | +61.7% | -131.5% | -66.8% |
| All | -69.8% | +62.4% | -132.2% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling