-61.0%
UVXY vs CPAY
+24.2%
-85.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.8% |
| 7D | +2.8% | -2.0% | +4.8% | +2.0% |
| 30D | -11.4% | -0.4% | -11.0% | -11.4% |
| 3M | -41.5% | +16.4% | -57.9% | -37.1% |
| 6M | -61.0% | +23.5% | -84.6% | -58.6% |
| All | -61.0% | +24.2% | -85.2% | -58.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling