-100.0%
UVXY vs CNH
+157.1%
-257.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.0% | +1.0% |
| 7D | +11.0% | -2.5% | +13.5% | +7.2% |
| 30D | -8.8% | +27.0% | -35.8% | +29.1% |
| 3M | -41.9% | +32.6% | -74.5% | -11.4% |
| 6M | -61.2% | +23.6% | -84.8% | -44.0% |
| YTD | -46.2% | +47.8% | -94.0% | +4.8% |
| 1Y | -65.2% | +21.3% | -86.5% | -49.6% |
| 3Y | -94.6% | +7.0% | -101.5% | -91.2% |
| 5Y | -99.7% | +10.2% | -109.9% | -99.1% |
| All | -100.0% | +157.1% | -257.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling