-100.0%
UVXY vs CRS
+1,392.1%
-1,492.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.6% | -8.0% |
| 7D | +2.8% | -6.8% | +9.6% | -4.4% |
| 30D | -11.4% | -16.1% | +4.8% | -26.2% |
| 3M | -41.5% | -21.2% | -20.3% | -54.1% |
| 6M | -61.0% | +8.7% | -69.7% | -54.0% |
| YTD | -49.8% | +41.0% | -90.8% | -20.5% |
| 1Y | -66.4% | +82.7% | -149.1% | -26.4% |
| 3Y | -94.8% | +604.8% | -699.5% | -21.2% |
| 5Y | -99.7% | +1,384.7% | -1,484.4% | -84.6% |
| All | -100.0% | +1,392.1% | -1,492.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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