-64.0%
UVXY vs CNH
+21.3%
-85.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.0% | +3.3% |
| 7D | +11.0% | -2.5% | +13.5% | +9.5% |
| 30D | -8.8% | +27.0% | -35.8% | +7.9% |
| 3M | -41.9% | +32.6% | -74.5% | -27.6% |
| 6M | -61.2% | +23.6% | -84.8% | -52.0% |
| YTD | -46.2% | +47.8% | -94.0% | -25.0% |
| All | -64.0% | +21.3% | -85.3% | -53.4% |
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