-99.7%
UVXY vs CF
+222.3%
-321.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.5% |
| 7D | -4.7% | -0.9% | -3.8% | -5.0% |
| 30D | -17.1% | +18.1% | -35.1% | -11.8% |
| 3M | -39.9% | +23.4% | -63.3% | -35.1% |
| 6M | -66.9% | +17.1% | -83.9% | -65.1% |
| YTD | -50.1% | +76.2% | -126.3% | -33.3% |
| 1Y | -68.3% | +62.3% | -130.6% | -59.2% |
| 3Y | -95.0% | +71.8% | -166.8% | -92.5% |
| 5Y | -99.7% | +234.6% | -334.2% | -98.5% |
| All | -99.7% | +222.3% | -321.9% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling