-94.8%
UVXY vs CPAY
+49.1%
-143.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.9% |
| 7D | +2.8% | -2.0% | +4.8% | 0.0% |
| 30D | -11.4% | -0.4% | -11.0% | -11.8% |
| 3M | -41.5% | +16.4% | -57.9% | -27.6% |
| 6M | -61.0% | +23.5% | -84.6% | -46.4% |
| YTD | -49.8% | +35.7% | -85.5% | -16.1% |
| 1Y | -66.4% | +30.2% | -96.6% | -47.0% |
| 3Y | -94.8% | +49.7% | -144.5% | -85.2% |
| All | -94.8% | +49.1% | -143.9% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 3y: compounded portfolio wealth divided by compounded CPAY 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…
3y analysis · Full analysis span regression · 6 months rolling