-100.0%
UVXY vs CHD
+455.9%
-555.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +0.5% |
| 7D | +2.3% | -4.2% | +6.4% | -3.7% |
| 30D | -15.0% | -7.6% | -7.5% | -24.2% |
| 3M | -39.8% | -1.6% | -38.2% | -41.9% |
| 6M | -60.0% | -6.3% | -53.7% | -63.9% |
| YTD | -48.8% | +14.6% | -63.4% | -38.0% |
| 1Y | -67.3% | +1.6% | -68.9% | -67.6% |
| 3Y | -94.8% | +3.1% | -98.0% | -94.8% |
| 5Y | -99.7% | +21.1% | -120.7% | -99.5% |
| 10Y | -100.0% | +128.6% | -228.6% | -100.0% |
| All | -100.0% | +455.9% | -555.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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