-66.4%
UVXY vs CRBG
+7.7%
-74.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.2% | -5.2% |
| 7D | +2.8% | +0.6% | +2.2% | +3.6% |
| 30D | -11.4% | +2.6% | -14.0% | -8.3% |
| 3M | -41.5% | +24.0% | -65.5% | -23.1% |
| 6M | -61.0% | +50.5% | -111.6% | -30.7% |
| YTD | -49.8% | +17.1% | -67.0% | -32.4% |
| 1Y | -66.4% | +5.9% | -72.3% | -55.1% |
| All | -66.4% | +7.7% | -74.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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