-100.0%
UVXY vs CPAY
+1,492.7%
-1,592.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.9% |
| 7D | +2.8% | -2.0% | +4.8% | -0.8% |
| 30D | -11.4% | -0.4% | -11.0% | -12.1% |
| 3M | -41.5% | +16.4% | -57.9% | -24.1% |
| 6M | -61.0% | +23.5% | -84.6% | -42.8% |
| YTD | -49.8% | +35.7% | -85.5% | -9.4% |
| 1Y | -66.4% | +30.2% | -96.6% | -42.2% |
| 3Y | -94.8% | +49.7% | -144.5% | -80.0% |
| 5Y | -99.7% | +56.6% | -156.3% | -98.0% |
| 10Y | -100.0% | +153.8% | -253.8% | -100.0% |
| All | -100.0% | +1,492.7% | -1,592.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling