-50.2%
UVXY vs CF
+2.9%
-53.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | -0.1% | -20.1% | -20.2% |
| 7D | -5.6% | -0.9% | -4.7% | -6.1% |
| 30D | +12.8% | +6.9% | +5.9% | +10.2% |
| 3M | -14.8% | +4.8% | -19.7% | -18.1% |
| All | -50.2% | +2.9% | -53.1% | -51.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling