-94.4%
UVXY vs CRL
+36.0%
-130.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.9% | +7.1% | +3.4% |
| 7D | +11.0% | -6.9% | +18.0% | +4.3% |
| 30D | -8.8% | -3.2% | -5.6% | -10.8% |
| 3M | -41.9% | +46.5% | -88.4% | -16.0% |
| 6M | -61.2% | +63.1% | -124.3% | -35.4% |
| YTD | -46.2% | +36.9% | -83.1% | -21.6% |
| 1Y | -65.2% | +78.1% | -143.3% | -31.7% |
| All | -94.4% | +36.0% | -130.4% | -87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling