-100.0%
UVXY vs CNH
+55.5%
-155.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.6% | +7.8% | -6.0% |
| 7D | -4.7% | +8.8% | -13.5% | +8.4% |
| 30D | -17.1% | +24.7% | -41.7% | +15.0% |
| 3M | -39.9% | +27.3% | -67.3% | -12.7% |
| 6M | -66.9% | +23.2% | -90.0% | -52.1% |
| YTD | -50.1% | +48.9% | -99.0% | -0.6% |
| 1Y | -68.3% | +19.4% | -87.7% | -55.0% |
| 3Y | -95.0% | +7.8% | -102.7% | -91.7% |
| 5Y | -99.7% | +8.7% | -108.4% | -99.1% |
| 10Y | -100.0% | +149.5% | -249.5% | -100.0% |
| All | -100.0% | +55.5% | -155.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling