-70.5%
UVXY vs CHWY
-28.3%
-42.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.1% | -20.2% | -12.2% |
| 7D | -6.3% | +13.4% | -19.7% | -2.4% |
| 30D | -2.7% | +28.4% | -31.1% | +5.8% |
| 3M | -29.9% | -2.9% | -27.0% | -31.2% |
| 6M | -56.5% | -4.7% | -51.8% | -57.4% |
| YTD | -54.8% | -29.2% | -25.6% | -58.7% |
| 1Y | -70.5% | -30.7% | -39.8% | -73.0% |
| All | -70.5% | -28.3% | -42.2% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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