-39.7%
CAG vs UVXY
-94.8%
+55.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -0.7% |
| 7D | -5.7% | +2.8% | -8.5% | -5.7% |
| 30D | -2.4% | -11.4% | +9.0% | -2.5% |
| 3M | +9.8% | -41.5% | +51.3% | +9.5% |
| 6M | -10.8% | -61.0% | +50.2% | -11.2% |
| YTD | -10.8% | -49.8% | +39.0% | -10.9% |
| 1Y | -19.0% | -66.4% | +47.5% | -19.3% |
| 3Y | -39.7% | -94.8% | +55.1% | -41.6% |
| All | -39.7% | -94.8% | +55.1% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling