-100.0%
UVXY vs CRL
+914.3%
-1,014.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | -1.7% |
| 7D | -4.7% | -0.6% | -4.2% | -5.3% |
| 30D | -17.1% | +5.0% | -22.0% | -10.3% |
| 3M | -39.9% | +50.6% | -90.5% | +12.4% |
| 6M | -66.9% | +60.9% | -127.8% | -28.9% |
| YTD | -50.1% | +40.7% | -90.8% | -9.6% |
| 1Y | -68.3% | +73.3% | -141.6% | -18.1% |
| 3Y | -95.0% | +40.6% | -135.5% | -85.5% |
| 5Y | -99.7% | -37.0% | -62.7% | -99.7% |
| 10Y | -100.0% | +244.3% | -344.3% | -99.9% |
| All | -100.0% | +914.3% | -1,014.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling