-100.0%
UVXY vs CRL
+256.1%
-356.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -4.3% |
| 7D | +2.8% | -3.5% | +6.3% | -1.6% |
| 30D | -11.4% | -2.1% | -9.2% | -13.1% |
| 3M | -41.5% | +48.0% | -89.5% | -0.2% |
| 6M | -61.0% | +64.7% | -125.8% | -20.5% |
| YTD | -49.8% | +39.5% | -89.3% | -14.6% |
| 1Y | -66.4% | +74.2% | -140.6% | -19.6% |
| 3Y | -94.8% | +39.4% | -134.1% | -85.6% |
| 5Y | -99.7% | -36.9% | -62.8% | -99.7% |
| All | -100.0% | +256.1% | -356.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling