-100.0%
UVXY vs CP
+1,110.4%
-1,210.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +6.3% |
| 7D | -26.5% | +0.9% | -27.4% | -24.5% |
| 30D | +8.8% | +10.3% | -1.5% | +35.3% |
| 3M | -14.7% | +2.3% | -16.9% | -9.4% |
| 6M | -51.5% | +10.7% | -62.2% | -39.6% |
| YTD | -51.7% | +29.3% | -81.0% | -11.7% |
| 1Y | -65.7% | +31.5% | -97.1% | -34.1% |
| 3Y | -94.4% | +36.7% | -131.1% | -84.1% |
| 5Y | -99.5% | +26.8% | -126.3% | -98.4% |
| 10Y | -100.0% | +260.1% | -360.1% | -99.9% |
| All | -100.0% | +1,110.4% | -1,210.4% | -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