-94.8%
UVXY vs CG
+42.2%
-136.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.7% | -5.1% | -9.4% |
| 7D | +2.8% | -9.9% | +12.7% | -12.4% |
| 30D | -11.4% | -11.7% | +0.3% | -26.6% |
| 3M | -41.5% | -4.3% | -37.2% | -44.2% |
| 6M | -61.0% | -8.8% | -52.3% | -64.3% |
| YTD | -49.8% | -26.9% | -23.0% | -66.5% |
| 1Y | -66.4% | -35.4% | -31.0% | -81.0% |
| 3Y | -94.8% | +43.0% | -137.8% | -79.9% |
| All | -94.8% | +42.2% | -136.9% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling