-100.0%
UVXY vs CP
+232.0%
-332.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -5.9% |
| 7D | +2.8% | -2.6% | +5.4% | -2.4% |
| 30D | -11.4% | -3.7% | -7.6% | -17.7% |
| 3M | -41.5% | +0.1% | -41.6% | -42.1% |
| 6M | -61.0% | +7.8% | -68.9% | -53.6% |
| YTD | -49.8% | +21.7% | -71.6% | -20.9% |
| 1Y | -66.4% | +18.6% | -85.1% | -48.9% |
| 3Y | -94.8% | +17.5% | -112.3% | -89.3% |
| 5Y | -99.7% | +35.4% | -135.0% | -98.8% |
| All | -100.0% | +232.0% | -332.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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