-94.4%
UVXY vs CNH
+6.3%
-100.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.0% | +2.3% |
| 7D | +11.0% | -2.5% | +13.5% | +8.6% |
| 30D | -8.8% | +27.0% | -35.8% | +16.8% |
| 3M | -41.9% | +32.6% | -74.5% | -20.8% |
| 6M | -61.2% | +23.6% | -84.8% | -48.6% |
| YTD | -46.2% | +47.8% | -94.0% | -10.1% |
| 1Y | -65.2% | +21.3% | -86.5% | -53.5% |
| All | -94.4% | +6.3% | -100.6% | -92.0% |
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 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