-70.5%
UVXY vs CG
-14.1%
-56.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +4.5% | -18.6% | -9.7% |
| 7D | -6.3% | +9.4% | -15.7% | +3.0% |
| 30D | -2.7% | +8.7% | -11.4% | +5.9% |
| 3M | -29.9% | -15.0% | -15.0% | -40.6% |
| 6M | -56.5% | -13.2% | -43.3% | -62.0% |
| YTD | -54.8% | -26.2% | -28.7% | -65.8% |
| 1Y | -70.5% | -14.1% | -56.4% | -68.8% |
| All | -70.5% | -14.1% | -56.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling