-94.1%
UVXY vs CNH
+29.5%
-123.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.2% |
| 7D | -22.1% | +3.0% | -25.1% | -17.4% |
| 30D | +8.2% | -0.6% | +8.8% | +11.6% |
| 3M | -12.3% | +14.6% | -27.0% | +6.2% |
| 6M | -51.0% | +11.8% | -62.8% | -40.9% |
| YTD | -49.9% | +30.4% | -80.4% | -22.3% |
| 1Y | -67.7% | +19.1% | -86.8% | -54.8% |
| 3Y | -94.1% | +30.2% | -124.3% | -90.3% |
| All | -94.1% | +29.5% | -123.6% | -90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling