-66.4%
UVXY vs CPB
-33.6%
-32.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.9% |
| 7D | +2.8% | -1.8% | +4.6% | +3.2% |
| 30D | -11.4% | -7.1% | -4.3% | -9.5% |
| 3M | -41.5% | -6.0% | -35.5% | -40.7% |
| 6M | -61.0% | -5.3% | -55.8% | -60.8% |
| YTD | -49.8% | -20.8% | -29.0% | -44.1% |
| 1Y | -66.4% | -33.8% | -32.6% | -61.7% |
| All | -66.4% | -33.6% | -32.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling