-95.2%
UVXY vs CF
+77.0%
-172.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.3% |
| 7D | -5.0% | +6.0% | -11.0% | -4.2% |
| 30D | -20.5% | +14.8% | -35.4% | -19.0% |
| 3M | -36.6% | +14.1% | -50.6% | -35.3% |
| 6M | -56.9% | +28.5% | -85.4% | -53.0% |
| YTD | -51.2% | +74.9% | -126.2% | -35.0% |
| 1Y | -69.8% | +61.7% | -131.5% | -61.3% |
| All | -95.2% | +77.0% | -172.2% | -92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling