-100.0%
UVXY vs ZCMD
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +5.1% |
| 7D | +11.0% | -2.0% | +13.1% | +10.9% |
| 30D | -8.8% | -19.8% | +11.0% | -9.5% |
| 3M | -41.9% | -62.1% | +20.2% | -39.9% |
| 6M | -61.2% | -99.5% | +38.3% | -67.4% |
| YTD | -46.2% | -99.7% | +53.5% | -56.5% |
| 1Y | -65.2% | -99.9% | +34.7% | -73.2% |
| 3Y | -94.6% | -100.0% | +5.4% | -96.9% |
| 5Y | -99.7% | -100.0% | +0.3% | -99.8% |
| All | -100.0% | -100.0% | 0.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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