-70.5%
UVXY vs CF
+35.9%
-106.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -4.4% | -9.7% | -11.7% |
| 7D | -6.3% | -6.9% | +0.6% | -2.1% |
| 30D | -2.7% | -3.7% | +1.0% | +0.2% |
| 3M | -29.9% | -5.0% | -25.0% | -28.4% |
| 6M | -56.5% | -10.5% | -46.0% | -54.3% |
| YTD | -54.8% | +46.5% | -101.3% | -46.6% |
| 1Y | -70.5% | +34.8% | -105.3% | -68.5% |
| All | -70.5% | +35.9% | -106.4% | -68.5% |
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