-94.4%
UVXY vs CF
+58.0%
-152.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | -0.1% | -20.1% | -20.2% |
| 7D | -5.6% | -0.9% | -4.7% | -6.2% |
| 30D | +12.8% | +6.9% | +5.9% | +13.0% |
| 3M | -14.8% | +4.8% | -19.7% | -14.8% |
| 6M | -49.0% | +4.7% | -53.7% | -48.8% |
| YTD | -48.8% | +56.5% | -105.2% | -32.4% |
| 1Y | -66.4% | +48.4% | -114.9% | -57.3% |
| 3Y | -94.4% | +59.1% | -153.6% | -90.9% |
| All | -94.4% | +58.0% | -152.4% | -90.9% |
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