-100.0%
UVXY vs CPB
+9.9%
-109.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +3.7% |
| 7D | -4.7% | -8.2% | +3.5% | -11.2% |
| 30D | -17.1% | -5.6% | -11.5% | -20.8% |
| 3M | -39.9% | +3.0% | -42.9% | -38.7% |
| 6M | -66.9% | -12.7% | -54.1% | -70.8% |
| YTD | -50.1% | -18.0% | -32.1% | -59.0% |
| 1Y | -68.3% | -31.7% | -36.6% | -78.3% |
| 3Y | -95.0% | -41.0% | -54.0% | -96.9% |
| 5Y | -99.7% | -38.4% | -61.3% | -99.8% |
| 10Y | -100.0% | -45.0% | -55.0% | -100.0% |
| All | -100.0% | +9.9% | -109.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling