-70.5%
UVXY vs CRL
+85.3%
-155.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -7.3% | -6.8% | -18.2% |
| 7D | -6.3% | -12.8% | +6.5% | -13.6% |
| 30D | -2.7% | +5.0% | -7.7% | +0.9% |
| 3M | -29.9% | +39.4% | -69.3% | -12.4% |
| 6M | -56.5% | +89.4% | -145.8% | -32.5% |
| YTD | -54.8% | +63.6% | -118.4% | -36.4% |
| 1Y | -70.5% | +83.5% | -154.0% | -55.8% |
| All | -70.5% | +85.3% | -155.9% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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