-11.8%
CAG vs UVXY
-70.9%
+59.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -3.8% | -5.0% | +1.2% | -3.7% |
| 30D | +3.1% | -20.5% | +23.7% | +3.6% |
| 3M | +23.5% | -36.6% | +60.1% | +24.5% |
| 6M | -14.8% | -56.9% | +42.1% | -13.7% |
| YTD | -5.4% | -51.2% | +45.8% | -4.3% |
| 1Y | -11.8% | -69.8% | +58.0% | -12.9% |
| All | -11.8% | -70.9% | +59.1% | -12.9% |
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