-100.0%
UVXY vs CF
+621.5%
-721.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | -0.1% | -20.1% | -20.3% |
| 7D | -5.6% | -0.9% | -4.7% | -8.9% |
| 30D | +12.8% | +6.9% | +5.9% | +16.1% |
| 3M | -14.8% | +4.8% | -19.7% | -14.1% |
| 6M | -49.0% | +4.7% | -53.7% | -49.4% |
| YTD | -48.8% | +56.5% | -105.2% | -26.5% |
| 1Y | -66.4% | +48.4% | -114.9% | -54.5% |
| 3Y | -94.4% | +59.1% | -153.6% | -90.7% |
| 5Y | -99.5% | +109.5% | -209.1% | -98.7% |
| 10Y | -100.0% | +487.0% | -587.0% | -100.0% |
| All | -100.0% | +621.5% | -721.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling