-65.2%
UVXY vs CP
+20.0%
-85.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.5% | +3.7% |
| 7D | +11.0% | -2.7% | +13.7% | +7.9% |
| 30D | -8.8% | -3.4% | -5.4% | -11.6% |
| 3M | -41.9% | -0.6% | -41.3% | -42.0% |
| 6M | -61.2% | +6.3% | -67.5% | -55.5% |
| YTD | -46.2% | +21.2% | -67.4% | -25.9% |
| 1Y | -65.2% | +20.0% | -85.2% | -53.3% |
| All | -65.2% | +20.0% | -85.2% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling