-94.4%
UVXY vs CPB
-43.2%
-51.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.3% | +9.5% | +5.4% |
| 7D | +11.0% | -5.4% | +16.4% | +11.3% |
| 30D | -8.8% | -7.8% | -0.9% | -8.3% |
| 3M | -41.9% | -6.9% | -35.0% | -41.7% |
| 6M | -61.2% | -12.2% | -49.0% | -61.0% |
| YTD | -46.2% | -21.1% | -25.1% | -46.1% |
| 1Y | -65.2% | -33.5% | -31.7% | -65.9% |
| All | -94.4% | -43.2% | -51.2% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling