-100.0%
UVXY vs CF
+599.7%
-699.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +5.0% |
| 7D | +2.3% | -0.8% | +3.1% | +1.5% |
| 30D | -15.0% | +14.3% | -29.3% | -4.5% |
| 3M | -39.8% | +27.9% | -67.7% | -25.9% |
| 6M | -60.0% | +25.5% | -85.6% | -53.6% |
| YTD | -48.8% | +81.2% | -130.0% | -15.1% |
| 1Y | -67.3% | +66.5% | -133.8% | -49.4% |
| 3Y | -94.8% | +76.7% | -171.5% | -90.4% |
| 5Y | -99.7% | +237.8% | -337.5% | -98.2% |
| 10Y | -100.0% | +619.9% | -719.9% | -100.0% |
| All | -100.0% | +599.7% | -699.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling