-100.0%
UVXY vs CHWY
-43.2%
-56.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.0% | -3.7% | -8.1% |
| 7D | +2.8% | -13.6% | +16.4% | -3.2% |
| 30D | -11.4% | -8.5% | -2.8% | -14.3% |
| 3M | -41.5% | +8.9% | -50.4% | -38.4% |
| 6M | -61.0% | -20.5% | -40.6% | -63.5% |
| YTD | -49.8% | -38.2% | -11.7% | -57.0% |
| 1Y | -66.4% | -43.3% | -23.2% | -72.2% |
| 3Y | -94.8% | -8.5% | -86.2% | -93.7% |
| 5Y | -99.7% | -72.7% | -27.0% | -99.7% |
| All | -100.0% | -43.2% | -56.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling