-100.0%
UVXY vs CF
+640.1%
-740.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | +1.8% |
| 7D | -3.3% | +4.8% | -8.1% | -1.4% |
| 30D | +12.0% | +9.7% | +2.3% | +18.2% |
| 3M | -15.5% | +1.2% | -16.7% | -17.7% |
| 6M | -49.4% | +7.4% | -56.7% | -48.4% |
| YTD | -49.1% | +60.5% | -109.7% | -25.1% |
| 1Y | -63.7% | +50.7% | -114.4% | -50.1% |
| 3Y | -94.1% | +64.8% | -158.9% | -89.7% |
| 5Y | -99.6% | +115.8% | -215.4% | -98.7% |
| 10Y | -100.0% | +481.0% | -581.0% | -100.0% |
| All | -100.0% | +640.1% | -740.1% | -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