-67.3%
UVXY vs CF
+65.9%
-133.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.4% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | -15.0% | +14.3% | -29.3% | -19.8% |
| 3M | -39.8% | +27.9% | -67.7% | -45.6% |
| 6M | -60.0% | +25.5% | -85.6% | -61.1% |
| YTD | -48.8% | +81.2% | -130.0% | -39.1% |
| 1Y | -67.3% | +66.5% | -133.8% | -64.5% |
| All | -67.3% | +65.9% | -133.2% | -64.5% |
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