-100.0%
UVXY vs CP
+1,069.4%
-1,169.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +1.4% |
| 7D | -5.0% | -2.7% | -2.3% | -10.2% |
| 30D | -20.5% | +0.2% | -20.7% | -20.2% |
| 3M | -36.6% | +2.6% | -39.1% | -34.1% |
| 6M | -56.9% | +6.0% | -62.9% | -49.8% |
| YTD | -51.2% | +24.9% | -76.1% | -18.0% |
| 1Y | -69.8% | +20.1% | -89.9% | -52.5% |
| 3Y | -95.1% | +16.4% | -111.4% | -90.1% |
| 5Y | -99.7% | +31.7% | -131.4% | -98.7% |
| 10Y | -100.0% | +223.9% | -323.9% | -100.0% |
| All | -100.0% | +1,069.4% | -1,169.4% | -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