-69.8%
UVXY vs CNH
+29.2%
-99.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.4% | +3.3% |
| 7D | -5.0% | +23.3% | -28.3% | +9.0% |
| 30D | -20.5% | +33.5% | -54.0% | -3.4% |
| 3M | -36.6% | +32.7% | -69.3% | -21.8% |
| 6M | -56.9% | +22.2% | -79.1% | -47.2% |
| YTD | -51.2% | +57.7% | -108.9% | -29.5% |
| 1Y | -69.8% | +28.0% | -97.8% | -59.3% |
| All | -69.8% | +29.2% | -99.0% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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