-100.0%
UVXY vs CP
+1,104.6%
-1,204.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +2.7% |
| 7D | -22.1% | +2.1% | -24.2% | -17.7% |
| 30D | +8.2% | +9.3% | -1.1% | +31.9% |
| 3M | -12.3% | +0.5% | -12.8% | -10.3% |
| 6M | -51.0% | +10.4% | -61.4% | -39.4% |
| YTD | -49.9% | +28.7% | -78.6% | -9.4% |
| 1Y | -67.7% | +33.2% | -100.9% | -36.4% |
| 3Y | -94.1% | +38.4% | -132.5% | -82.8% |
| 5Y | -99.5% | +26.2% | -125.7% | -98.4% |
| 10Y | -100.0% | +258.4% | -358.4% | -99.9% |
| All | -100.0% | +1,104.6% | -1,204.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling