-5.6%
CAG vs UVXY
-70.8%
+65.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -14.1% | +20.1% | +6.5% |
| 7D | +9.7% | -6.3% | +16.0% | +9.7% |
| 30D | +15.8% | -2.7% | +18.5% | +15.6% |
| 3M | +1.8% | -29.9% | +31.7% | +2.6% |
| 6M | +11.5% | -56.5% | +68.0% | +13.4% |
| YTD | -6.7% | -54.8% | +48.1% | -5.6% |
| 1Y | -5.6% | -70.5% | +64.9% | -5.3% |
| All | -5.6% | -70.8% | +65.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling