-100.0%
UVXY vs CRS
+1,296.0%
-1,396.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.4% | +2.5% |
| 7D | +11.0% | -4.1% | +15.1% | +5.7% |
| 30D | -8.8% | -16.6% | +7.8% | -26.7% |
| 3M | -41.9% | -14.3% | -27.6% | -51.2% |
| 6M | -61.2% | +11.6% | -72.8% | -51.9% |
| YTD | -46.2% | +42.6% | -88.8% | -8.7% |
| 1Y | -65.2% | +81.8% | -147.0% | -16.5% |
| 3Y | -94.6% | +632.1% | -726.6% | +24.9% |
| 5Y | -99.7% | +1,401.6% | -1,501.3% | -71.2% |
| 10Y | -100.0% | +1,379.0% | -1,479.0% | -99.8% |
| All | -100.0% | +1,296.0% | -1,396.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling